Citi Call 37 BAYN 19.12.2024
/ DE000KJ2JEB3
Citi Call 37 BAYN 19.12.2024/ DE000KJ2JEB3 /
| 2024-09-09 7:30:28 PM |
Chg.-0.001 |
Bid9:55:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
-10.00% |
0.009
Bid Size: 10,000 |
-
Ask Size: - |
BAYER AG NA O.N. |
37.00 EUR |
2024-12-19 |
Call |
Master data
| WKN: |
KJ2JEB |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
74.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.34 |
| Parity: |
-0.81 |
| Time value: |
0.04 |
| Break-even: |
37.39 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.03 |
| Spread %: |
290.00% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
10.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.009 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+800.00% |
| 1 Month |
|
|
+800.00% |
| 3 Months |
|
|
-43.75% |
| YTD |
|
|
-96.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.001 |
| 1M High / 1M Low: |
0.024 |
0.001 |
| 6M High / 6M Low: |
0.070 |
0.001 |
| High (YTD): |
2024-01-09 |
0.320 |
| Low (YTD): |
2024-09-04 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.015 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
8,948.27% |
| Volatility 6M: |
|
3,698.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
