Citi Call 160 PGR 16.01.2025
/ DE000KH78L52
Citi Call 160 PGR 16.01.2025/ DE000KH78L52 /
| 2024-07-09 9:14:20 AM |
Chg.-0.04 |
Bid9:11:57 PM |
Ask9:11:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.18EUR |
-0.77% |
5.33
Bid Size: 150,000 |
-
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: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
4.59 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
4.59 |
| Time value: |
0.63 |
| Break-even: |
199.93 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
3.27 |
| Rho: |
0.62 |
Quote data
| Open: |
5.18 |
| High: |
5.18 |
| Low: |
5.18 |
| Previous Close: |
5.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.37% |
| 1 Month |
|
|
-8.32% |
| 3 Months |
|
|
-7.17% |
| YTD |
|
|
+165.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.41 |
5.11 |
| 1M High / 1M Low: |
5.65 |
4.82 |
| 6M High / 6M Low: |
6.13 |
2.30 |
| High (YTD): |
2024-04-22 |
6.13 |
| Low (YTD): |
2024-01-02 |
2.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.69 |
| Avg. volume 6M: |
|
3.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.95% |
| Volatility 6M: |
|
69.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
