Citi Call 165 PGR 19.12.2024
/ DE000KH78LU0
Citi Call 165 PGR 19.12.2024/ DE000KH78LU0 /
10/09/2024 09:12:41 |
Chg.+0.04 |
Bid20:51:03 |
Ask20:51:03 |
Underlying |
Strike price |
Expiration date |
Option type |
8.02EUR |
+0.50% |
7.96 Bid Size: 150,000 |
- Ask Size: - |
Progressive Corporat... |
165.00 USD |
19/12/2024 |
Call |
Master data
WKN: |
KH78LU |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 USD |
Maturity: |
19/12/2024 |
Issue date: |
20/07/2023 |
Last trading day: |
18/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.96 |
Intrinsic value: |
7.82 |
Implied volatility: |
0.53 |
Historic volatility: |
0.19 |
Parity: |
7.82 |
Time value: |
0.28 |
Break-even: |
230.52 |
Moneyness: |
1.52 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.04 |
Omega: |
2.68 |
Rho: |
0.37 |
Quote data
Open: |
8.02 |
High: |
8.02 |
Low: |
8.02 |
Previous Close: |
7.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.96% |
1 Month |
|
|
+49.07% |
3 Months |
|
|
+55.13% |
YTD |
|
|
+386.06% |
1 Year |
|
|
+678.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.32 |
7.89 |
1M High / 1M Low: |
8.32 |
5.78 |
6M High / 6M Low: |
8.32 |
4.11 |
High (YTD): |
04/09/2024 |
8.32 |
Low (YTD): |
02/01/2024 |
1.77 |
52W High: |
04/09/2024 |
8.32 |
52W Low: |
02/10/2023 |
0.96 |
Avg. price 1W: |
|
8.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.31 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.74 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
63.03% |
Volatility 6M: |
|
77.89% |
Volatility 1Y: |
|
97.68% |
Volatility 3Y: |
|
- |