OverviewChartNewsTraderScreen

Citi Call 165 PGR 19.12.2024/  DE000KH78LU0  /

Frankfurt Zert./CITI
2024-08-02  7:34:30 PM Chg.-0.030 Bid9:59:39 PM Ask- Underlying Strike price Expiration date Option type
5.100EUR -0.58% 5.270
Bid Size: 7,500		 -
Ask Size: -		 Progressive Corporat... 165.00 USD 2024-12-19 Call
 

Master data

WKN: KH78LU
Issuer: Citi
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2024-12-19
Issue date: 2023-07-20
Last trading day: 2024-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 4.97
Intrinsic value: 4.76
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 4.76
Time value: 0.32
Break-even: 202.02
Moneyness: 1.31
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: -0.19
Spread %: -3.61%
Delta: 0.94
Theta: -0.03
Omega: 3.67
Rho: 0.51
 

Quote data

Open: 5.050
High: 5.360
Low: 5.050
Previous Close: 5.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.39%
1 Month  
+3.24%
3 Months  
+3.24%
YTD  
+205.39%
1 Year  
+750.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.230 5.000
1M High / 1M Low: 6.040 4.590
6M High / 6M Low: 6.040 3.020
High (YTD): 2024-07-18 6.040
Low (YTD): 2024-01-02 1.770
52W High: 2024-07-18 6.040
52W Low: 2023-08-15 0.510
Avg. price 1W:   5.118
Avg. volume 1W:   0.000
Avg. price 1M:   5.121
Avg. volume 1M:   0.000
Avg. price 6M:   4.667
Avg. volume 6M:   0.000
Avg. price 1Y:   3.131
Avg. volume 1Y:   0.000
Volatility 1M:   103.69%
Volatility 6M:   71.74%
Volatility 1Y:   131.71%
Volatility 3Y:   -