Citi Call 150 AWK 19.12.2024
/ DE000KH75FV6
Citi Call 150 AWK 19.12.2024/ DE000KH75FV6 /
8/16/2024 9:13:03 AM |
Chg.-0.010 |
Bid6:44:14 PM |
Ask6:44:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-1.92% |
0.480 Bid Size: 15,000 |
- Ask Size: - |
American Water Works |
150.00 USD |
12/19/2024 |
Call |
Master data
WKN: |
KH75FV |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
12/19/2024 |
Issue date: |
7/18/2023 |
Last trading day: |
12/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
-0.73 |
Time value: |
0.52 |
Break-even: |
141.91 |
Moneyness: |
0.95 |
Premium: |
0.10 |
Premium p.a.: |
0.31 |
Spread abs.: |
-0.01 |
Spread %: |
-1.89% |
Delta: |
0.41 |
Theta: |
-0.03 |
Omega: |
10.30 |
Rho: |
0.17 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.14% |
1 Month |
|
|
+34.21% |
3 Months |
|
|
+15.91% |
YTD |
|
|
-28.17% |
1 Year |
|
|
-63.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.510 |
1M High / 1M Low: |
0.750 |
0.380 |
6M High / 6M Low: |
0.750 |
0.080 |
High (YTD): |
8/6/2024 |
0.750 |
Low (YTD): |
4/17/2024 |
0.080 |
52W High: |
8/25/2023 |
1.440 |
52W Low: |
4/17/2024 |
0.080 |
Avg. price 1W: |
|
0.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.582 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.314 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.541 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
241.33% |
Volatility 6M: |
|
244.67% |
Volatility 1Y: |
|
203.10% |
Volatility 3Y: |
|
- |