Citi Call 160 CHV 16.01.2025
/ DE000KH24R10
Citi Call 160 CHV 16.01.2025/ DE000KH24R10 /
2024-07-31 5:32:40 PM |
Chg.+0.080 |
Bid6:02:38 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+9.20% |
0.950 Bid Size: 75,000 |
- Ask Size: - |
CHEVRON CORP. D... |
160.00 - |
2025-01-16 |
Call |
Master data
WKN: |
KH24R1 |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
2025-01-16 |
Issue date: |
2023-02-01 |
Last trading day: |
2025-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
-1.25 |
Time value: |
0.74 |
Break-even: |
167.40 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
0.31 |
Spread abs.: |
-0.16 |
Spread %: |
-17.78% |
Delta: |
0.41 |
Theta: |
-0.04 |
Omega: |
8.08 |
Rho: |
0.24 |
Quote data
Open: |
0.930 |
High: |
1.000 |
Low: |
0.920 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+39.71% |
1 Month |
|
|
+9.20% |
3 Months |
|
|
-30.66% |
YTD |
|
|
-6.86% |
1 Year |
|
|
-52.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.680 |
1M High / 1M Low: |
1.100 |
0.640 |
6M High / 6M Low: |
1.560 |
0.640 |
High (YTD): |
2024-04-29 |
1.560 |
Low (YTD): |
2024-07-23 |
0.640 |
52W High: |
2023-09-27 |
2.530 |
52W Low: |
2024-07-23 |
0.640 |
Avg. price 1W: |
|
0.782 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.782 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.991 |
Avg. volume 6M: |
|
325.386 |
Avg. price 1Y: |
|
1.254 |
Avg. volume 1Y: |
|
592.973 |
Volatility 1M: |
|
233.83% |
Volatility 6M: |
|
144.63% |
Volatility 1Y: |
|
128.43% |
Volatility 3Y: |
|
- |