Citi Call 225 PGR 16.01.2025
/ DE000KJ0SYF7
Citi Call 225 PGR 16.01.2025/ DE000KJ0SYF7 /
| 2024-09-04 9:30:15 PM |
Chg.- |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.48EUR |
- |
-
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: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.19 |
| Parity: |
0.60 |
| Time value: |
2.97 |
| Break-even: |
260.70 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.61 |
| Theta: |
-0.14 |
| Omega: |
3.95 |
| Rho: |
0.35 |
Quote data
| Open: |
3.47 |
| High: |
3.48 |
| Low: |
3.41 |
| Previous Close: |
3.38 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.89% |
| 3 Months |
|
|
+155.88% |
| YTD |
|
|
+1100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.48 |
2.30 |
| 6M High / 6M Low: |
3.48 |
1.02 |
| High (YTD): |
2024-09-04 |
3.48 |
| Low (YTD): |
2024-01-02 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
5 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.22% |
| Volatility 6M: |
|
152.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
