Citi Call 17.5 ABR 15.01.2026
/ DE000KJ2HV66
Citi Call 17.5 ABR 15.01.2026/ DE000KJ2HV66 /
| 9/16/2024 9:13:52 AM |
Chg.- |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.81EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BARRICK GOLD CORP. |
17.50 - |
1/15/2026 |
Call |
Master data
| WKN: |
KJ2HV6 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 - |
| Maturity: |
1/15/2026 |
| Issue date: |
12/6/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
1.30 |
| Time value: |
3.23 |
| Break-even: |
22.03 |
| Moneyness: |
1.07 |
| Premium: |
0.17 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
2.84 |
| Rho: |
0.11 |
Quote data
| Open: |
4.81 |
| High: |
4.81 |
| Low: |
4.81 |
| Previous Close: |
4.76 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.71% |
| 3 Months |
|
|
+84.29% |
| YTD |
|
|
+35.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.81 |
3.66 |
| 6M High / 6M Low: |
4.81 |
2.16 |
| High (YTD): |
9/16/2024 |
4.81 |
| Low (YTD): |
2/23/2024 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.18 |
| Avg. volume 1M: |
|
20 |
| Avg. price 6M: |
|
3.15 |
| Avg. volume 6M: |
|
2.48 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.97% |
| Volatility 6M: |
|
116.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
