Citi Call 160 PGR 16.01.2025
/ DE000KH78L52
Citi Call 160 PGR 16.01.2025/ DE000KH78L52 /
| 02/08/2024 09:14:09 |
Chg.+0.14 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.54EUR |
+2.59% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
160.00 USD |
16/01/2025 |
Call |
Master data
| WKN: |
KH78L5 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
16/01/2025 |
| Issue date: |
20/07/2023 |
| Last trading day: |
15/01/2025 |
| 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: |
5.54 |
| High: |
5.54 |
| Low: |
5.54 |
| Previous Close: |
5.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.65% |
| 1 Month |
|
|
+2.40% |
| 3 Months |
|
|
+1.47% |
| YTD |
|
|
+184.10% |
| 1 Year |
|
|
+601.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.70 |
5.40 |
| 1M High / 1M Low: |
6.37 |
5.07 |
| 6M High / 6M Low: |
6.37 |
3.32 |
| High (YTD): |
19/07/2024 |
6.37 |
| Low (YTD): |
02/01/2024 |
2.09 |
| 52W High: |
19/07/2024 |
6.37 |
| 52W Low: |
15/08/2023 |
0.66 |
| Avg. price 1W: |
|
5.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.09 |
| Avg. volume 6M: |
|
3.94 |
| Avg. price 1Y: |
|
3.47 |
| Avg. volume 1Y: |
|
73.61 |
| Volatility 1M: |
|
97.02% |
| Volatility 6M: |
|
71.52% |
| Volatility 1Y: |
|
121.25% |
| Volatility 3Y: |
|
- |
