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Citi Call 160 CHV 16.01.2025/  DE000KH24R10  /

Frankfurt Zert./CITI
06/09/2024  19:28:23 Chg.-0.010 Bid21:59:55 Ask- Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.130
Bid Size: 3,700		 -
Ask Size: -		 CHEVRON CORP. D... 160.00 - 16/01/2025 Call
 

Master data

WKN: KH24R1
Issuer: Citi
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 16/01/2025
Issue date: 01/02/2023
Last trading day: 15/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.46
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -3.32
Time value: 0.18
Break-even: 161.80
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.15
Theta: -0.02
Omega: 10.73
Rho: 0.06
 

Quote data

Open: 0.150
High: 0.180
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.74%
1 Month
  -51.52%
3 Months
  -82.22%
YTD
  -84.31%
1 Year
  -93.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.160
1M High / 1M Low: 0.370 0.160
6M High / 6M Low: 1.560 0.160
High (YTD): 29/04/2024 1.560
Low (YTD): 06/09/2024 0.160
52W High: 27/09/2023 2.530
52W Low: 06/09/2024 0.160
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   65.891
Avg. price 1Y:   1.076
Avg. volume 1Y:   592.973
Volatility 1M:   212.31%
Volatility 6M:   170.16%
Volatility 1Y:   147.40%
Volatility 3Y:   -