Citi Call 264 ALV 19.12.2024
/ DE000KH1ZVS1
Citi Call 264 ALV 19.12.2024/ DE000KH1ZVS1 /
| 2024-11-15 9:12:52 AM |
Chg.+0.05 |
Bid10:00:22 PM |
Ask10:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
+2.27% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
264.00 - |
2024-12-19 |
Call |
Master data
| WKN: |
KH1ZVS |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
264.00 - |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-01-05 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
2.39 |
| Time value: |
-0.14 |
| Break-even: |
286.50 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
-0.35 |
| Spread %: |
-13.46% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.48% |
| 1 Month |
|
|
-45.91% |
| 3 Months |
|
|
+71.76% |
| YTD |
|
|
+181.25% |
| 1 Year |
|
|
+400.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.20 |
| 1M High / 1M Low: |
4.16 |
2.20 |
| 6M High / 6M Low: |
4.16 |
0.62 |
| High (YTD): |
2024-10-18 |
4.16 |
| Low (YTD): |
2024-02-27 |
0.61 |
| 52W High: |
2024-10-18 |
4.16 |
| 52W Low: |
2023-11-20 |
0.46 |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.63 |
| Avg. volume 1Y: |
|
159.82 |
| Volatility 1M: |
|
135.30% |
| Volatility 6M: |
|
144.67% |
| Volatility 1Y: |
|
139.77% |
| Volatility 3Y: |
|
- |
