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Citi Call 165 PGR 19.12.2024/  DE000KH78LU0  /

Frankfurt Zert./CITI
8/6/2024  4:45:24 PM Chg.+0.460 Bid5:19:09 PM Ask- Underlying Strike price Expiration date Option type
5.170EUR +9.77% 5.070
Bid Size: 35,000		 -
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: 4.11
Leverage: Yes

Calculated values

Fair value: 4.40
Intrinsic value: 4.19
Implied volatility: 0.40
Historic volatility: 0.20
Parity: 4.19
Time value: 0.50
Break-even: 197.58
Moneyness: 1.28
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: -0.13
Spread %: -2.70%
Delta: 0.88
Theta: -0.05
Omega: 3.63
Rho: 0.46
 

Quote data

Open: 4.830
High: 5.170
Low: 4.830
Previous Close: 4.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.15%
1 Month  
+9.53%
3 Months
  -2.82%
YTD  
+209.58%
1 Year  
+761.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.230 4.710
1M High / 1M Low: 6.040 4.590
6M High / 6M Low: 6.040 3.020
High (YTD): 7/18/2024 6.040
Low (YTD): 1/2/2024 1.770
52W High: 7/18/2024 6.040
52W Low: 8/15/2023 0.510
Avg. price 1W:   5.034
Avg. volume 1W:   0.000
Avg. price 1M:   5.129
Avg. volume 1M:   0.000
Avg. price 6M:   4.680
Avg. volume 6M:   0.000
Avg. price 1Y:   3.147
Avg. volume 1Y:   0.000
Volatility 1M:   108.51%
Volatility 6M:   72.57%
Volatility 1Y:   131.88%
Volatility 3Y:   -