Citi Call 35 DAL 19.06.2025
/ DE000KJ0EK98
Citi Call 35 DAL 19.06.2025/ DE000KJ0EK98 /
| 11/10/2024 09:11:50 |
Chg.-0.08 |
Bid20:10:35 |
Ask20:10:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-5.00% |
1.59
Bid Size: 150,000 |
-
Ask Size: - |
Delta Air Lines Inc |
35.00 USD |
19/06/2025 |
Call |
Master data
| WKN: |
KJ0EK9 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
19/06/2025 |
| Issue date: |
04/10/2023 |
| Last trading day: |
18/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
1.40 |
| Time value: |
0.20 |
| Break-even: |
48.01 |
| Moneyness: |
1.44 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
3.23% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.53 |
| Rho: |
0.17 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.43% |
| 1 Month |
|
|
+53.54% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
+53.54% |
| 1 Year |
|
|
+94.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.34 |
| 1M High / 1M Low: |
1.60 |
0.99 |
| 6M High / 6M Low: |
1.91 |
0.62 |
| High (YTD): |
15/05/2024 |
1.91 |
| Low (YTD): |
08/08/2024 |
0.62 |
| 52W High: |
15/05/2024 |
1.91 |
| 52W Low: |
01/11/2023 |
0.51 |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
81.33% |
| Volatility 6M: |
|
96.75% |
| Volatility 1Y: |
|
91.72% |
| Volatility 3Y: |
|
- |
