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Citi Call 160 PGR 16.01.2025/  DE000KH78L52  /

Frankfurt Zert./CITI
2024-08-02  7:35:18 PM Chg.-0.030 Bid9:59:39 PM Ask- Underlying Strike price Expiration date Option type
5.550EUR -0.54% 5.730
Bid Size: 7,500		 -
Ask Size: -		 Progressive Corporat... 160.00 USD 2025-01-16 Call
 

Master data

WKN: KH78L5
Issuer: Citi
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-01-16
Issue date: 2023-07-20
Last trading day: 2025-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 5.46
Intrinsic value: 5.22
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 5.22
Time value: 0.32
Break-even: 202.04
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: -0.19
Spread %: -3.32%
Delta: 0.95
Theta: -0.03
Omega: 3.42
Rho: 0.61
 

Quote data

Open: 5.510
High: 5.820
Low: 5.510
Previous Close: 5.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.42%
1 Month  
+3.35%
3 Months  
+3.16%
YTD  
+180.30%
1 Year  
+660.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.690 5.460
1M High / 1M Low: 6.490 5.090
6M High / 6M Low: 6.490 3.410
High (YTD): 2024-07-18 6.490
Low (YTD): 2024-01-02 2.100
52W High: 2024-07-18 6.490
52W Low: 2023-08-15 0.660
Avg. price 1W:   5.574
Avg. volume 1W:   0.000
Avg. price 1M:   5.577
Avg. volume 1M:   0.000
Avg. price 6M:   5.111
Avg. volume 6M:   0.000
Avg. price 1Y:   3.490
Avg. volume 1Y:   0.000
Volatility 1M:   92.56%
Volatility 6M:   65.40%
Volatility 1Y:   120.70%
Volatility 3Y:   -