Citi Call 2900 AZO 16.01.2025
/ DE000KH24RG0
Citi Call 2900 AZO 16.01.2025/ DE000KH24RG0 /
05/07/2024 15:39:34 |
Chg.-0.04 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
2.06EUR |
-1.90% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,900.00 - |
16/01/2025 |
Call |
Master data
WKN: |
KH24RG |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 - |
Maturity: |
16/01/2025 |
Issue date: |
01/02/2023 |
Last trading day: |
15/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.19 |
Parity: |
-3.03 |
Time value: |
1.98 |
Break-even: |
3,098.00 |
Moneyness: |
0.90 |
Premium: |
0.19 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.43 |
Theta: |
-0.83 |
Omega: |
5.62 |
Rho: |
4.86 |
Quote data
Open: |
2.10 |
High: |
2.10 |
Low: |
2.06 |
Previous Close: |
2.10 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.90% |
1 Month |
|
|
+15.73% |
3 Months |
|
|
-52.53% |
YTD |
|
|
+27.16% |
1 Year |
|
|
-9.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.82 |
2.06 |
1M High / 1M Low: |
3.06 |
1.78 |
6M High / 6M Low: |
5.47 |
1.47 |
High (YTD): |
25/03/2024 |
5.47 |
Low (YTD): |
09/01/2024 |
1.47 |
52W High: |
25/03/2024 |
5.47 |
52W Low: |
09/01/2024 |
1.47 |
Avg. price 1W: |
|
2.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.41 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.04 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.68 |
Avg. volume 1Y: |
|
33.11 |
Volatility 1M: |
|
148.15% |
Volatility 6M: |
|
134.66% |
Volatility 1Y: |
|
116.67% |
Volatility 3Y: |
|
- |