Citi Call 165 PGR 19.12.2024
/ DE000KH78LU0
Citi Call 165 PGR 19.12.2024/ DE000KH78LU0 /
| 7/10/2024 7:33:59 PM |
Chg.-0.230 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.800EUR |
-4.57% |
4.830
Bid Size: 7,500 |
-
Ask Size: - |
Progressive Corporat... |
165.00 USD |
12/19/2024 |
Call |
Master data
| WKN: |
KH78LU |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
12/19/2024 |
| Issue date: |
7/20/2023 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
4.11 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
4.11 |
| Time value: |
0.66 |
| Break-even: |
200.28 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
3.50 |
| Rho: |
0.53 |
Quote data
| Open: |
4.780 |
| High: |
4.880 |
| Low: |
4.730 |
| Previous Close: |
5.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.83% |
| 1 Month |
|
|
+0.84% |
| 3 Months |
|
|
+3.90% |
| YTD |
|
|
+187.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.030 |
4.720 |
| 1M High / 1M Low: |
5.080 |
4.370 |
| 6M High / 6M Low: |
5.610 |
2.110 |
| High (YTD): |
5/8/2024 |
5.610 |
| Low (YTD): |
1/2/2024 |
1.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.61% |
| Volatility 6M: |
|
70.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
