Citi Call 160 CHV 16.01.2025
/ DE000KH24R10
Citi Call 160 CHV 16.01.2025/ DE000KH24R10 /
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: |
|
- |