Citi Call 37 BAYN 19.12.2024
/ DE000KJ2JEB3
Citi Call 37 BAYN 19.12.2024/ DE000KJ2JEB3 /
| 8/2/2024 7:28:18 PM |
Chg.+0.003 |
Bid9:55:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
+100.00% |
0.006
Bid Size: 10,000 |
-
Ask Size: - |
BAYER AG NA O.N. |
37.00 EUR |
12/19/2024 |
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: |
12/19/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
455.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.31 |
| Parity: |
-0.96 |
| Time value: |
0.01 |
| Break-even: |
37.06 |
| Moneyness: |
0.74 |
| Premium: |
0.35 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.04 |
| Theta: |
0.00 |
| Omega: |
17.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.028 |
| High: |
0.032 |
| Low: |
0.005 |
| Previous Close: |
0.003 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
+500.00% |
| 3 Months |
|
|
-88.00% |
| YTD |
|
|
-97.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.003 |
| 1M High / 1M Low: |
0.015 |
0.001 |
| 6M High / 6M Low: |
0.090 |
0.001 |
| High (YTD): |
1/9/2024 |
0.320 |
| Low (YTD): |
7/17/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,383.62% |
| Volatility 6M: |
|
883.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
