Citi Call 160 CHV 16.01.2025
/ DE000KH24R10
Citi Call 160 CHV 16.01.2025/ DE000KH24R10 /
| 30/09/2024 19:26:42 |
Chg.+0.040 |
Bid21:55:05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+20.00% |
-
Bid Size: - |
-
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: |
43.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-2.45 |
| Time value: |
0.31 |
| Break-even: |
163.10 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.23 |
| Theta: |
-0.04 |
| Omega: |
10.01 |
| Rho: |
0.08 |
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 |
|
|
+118.18% |
| 3 Months |
|
|
-63.08% |
| YTD |
|
|
-76.47% |
| 1 Year |
|
|
-89.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.250 |
0.110 |
| 6M High / 6M Low: |
1.560 |
0.110 |
| High (YTD): |
29/04/2024 |
1.560 |
| Low (YTD): |
11/09/2024 |
0.110 |
| 52W High: |
18/10/2023 |
2.460 |
| 52W Low: |
11/09/2024 |
0.110 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.735 |
| Avg. volume 6M: |
|
13.821 |
| Avg. price 1Y: |
|
0.907 |
| Avg. volume 1Y: |
|
609.643 |
| Volatility 1M: |
|
269.93% |
| Volatility 6M: |
|
204.69% |
| Volatility 1Y: |
|
166.95% |
| Volatility 3Y: |
|
- |
