Citi Call 30 BAYN 19.12.2024
/ DE000KJ2AT26
Citi Call 30 BAYN 19.12.2024/ DE000KJ2AT26 /
| 30/09/2024 19:29:40 |
Chg.+0.010 |
Bid21:58:03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
30.00 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
KJ2AT2 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
59.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.34 |
| Parity: |
-0.32 |
| Time value: |
0.05 |
| Break-even: |
30.45 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.04 |
| Spread %: |
350.00% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
13.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1000.00% |
| 3 Months |
|
|
+50.68% |
| YTD |
|
|
-60.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.120 |
0.010 |
| 6M High / 6M Low: |
0.130 |
0.010 |
| High (YTD): |
09/01/2024 |
0.330 |
| Low (YTD): |
17/09/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.056 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,975.45% |
| Volatility 6M: |
|
2,114.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
