Citi Call 145 FI 19.12.2024
/ DE000KH74B66
Citi Call 145 FI 19.12.2024/ DE000KH74B66 /
| 2024-08-05 3:47:40 PM |
Chg.-0.20 |
Bid8:12:10 PM |
Ask8:12:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
-10.58% |
1.54
Bid Size: 25,000 |
-
Ask Size: - |
Fiserv |
145.00 USD |
2024-12-19 |
Call |
Master data
| WKN: |
KH74B6 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
1.28 |
| Time value: |
0.52 |
| Break-even: |
150.89 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
6.21 |
| Rho: |
0.35 |
Quote data
| Open: |
0.85 |
| High: |
1.69 |
| Low: |
0.85 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.58% |
| 1 Month |
|
|
+42.02% |
| 3 Months |
|
|
+12.67% |
| YTD |
|
|
+101.19% |
| 1 Year |
|
|
+106.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.89 |
| 1M High / 1M Low: |
2.17 |
1.13 |
| 6M High / 6M Low: |
2.29 |
1.07 |
| High (YTD): |
2024-03-27 |
2.29 |
| Low (YTD): |
2024-01-03 |
0.77 |
| 52W High: |
2024-03-27 |
2.29 |
| 52W Low: |
2023-10-23 |
0.31 |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
152.22% |
| Volatility 6M: |
|
124.51% |
| Volatility 1Y: |
|
114.48% |
| Volatility 3Y: |
|
- |
