Citi Call 160 CHV 16.01.2025
/ DE000KH24R10
Citi Call 160 CHV 16.01.2025/ DE000KH24R10 /
| 9/30/2024 7:26:42 PM |
Chg.+0.040 |
Bid9:55:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
160.00 - |
1/16/2025 |
Call |
Master data
| WKN: |
KH24R1 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
1/16/2025 |
| Issue date: |
2/1/2023 |
| Last trading day: |
1/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-1.37 |
| Time value: |
0.29 |
| Break-even: |
162.90 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.27 |
| Theta: |
-0.05 |
| Omega: |
13.75 |
| Rho: |
0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.250 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
-76.47% |
| 1 Year |
|
|
-72.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.300 |
0.110 |
| High (YTD): |
4/29/2024 |
1.560 |
| Low (YTD): |
9/11/2024 |
0.110 |
| 52W High: |
4/29/2024 |
1.560 |
| 52W Low: |
9/11/2024 |
0.110 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.834 |
| Avg. volume 1Y: |
|
674.671 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
218.81% |
| Volatility 1Y: |
|
169.22% |
| Volatility 3Y: |
|
- |
