Citi Call 225 PGR 16.01.2025
/ DE000KJ0SYF7
Citi Call 225 PGR 16.01.2025/ DE000KJ0SYF7 /
| 2024-09-04 7:26:58 PM |
Chg.-0.070 |
Bid9:59:28 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.410EUR |
-2.01% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
225.00 - |
2025-01-16 |
Call |
Master data
| WKN: |
KJ0SYF |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.19 |
| Parity: |
0.27 |
| Time value: |
3.21 |
| Break-even: |
259.80 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
-0.09 |
| Spread %: |
-2.52% |
| Delta: |
0.60 |
| Theta: |
-0.13 |
| Omega: |
3.91 |
| Rho: |
0.36 |
Quote data
| Open: |
3.420 |
| High: |
3.500 |
| Low: |
3.390 |
| Previous Close: |
3.480 |
| Turnover: |
1,044 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.01% |
| 1 Month |
|
|
+100.59% |
| 3 Months |
|
|
+136.81% |
| YTD |
|
|
+1075.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.480 |
3.410 |
| 1M High / 1M Low: |
3.480 |
1.660 |
| 6M High / 6M Low: |
3.480 |
1.080 |
| High (YTD): |
2024-09-03 |
3.480 |
| Low (YTD): |
2024-01-02 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.445 |
| Avg. volume 1W: |
|
150 |
| Avg. price 1M: |
|
2.669 |
| Avg. volume 1M: |
|
16.667 |
| Avg. price 6M: |
|
1.672 |
| Avg. volume 6M: |
|
168.256 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.18% |
| Volatility 6M: |
|
146.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
