Citi Call 37 BAYN 19.12.2024
/ DE000KJ2JEB3
Citi Call 37 BAYN 19.12.2024/ DE000KJ2JEB3 /
| 2024-08-02 9:14:02 AM |
Chg.-0.005 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-15.15% |
-
Bid Size: - |
-
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: |
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: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.21% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
-61.11% |
| YTD |
|
|
-88.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.028 |
| 1M High / 1M Low: |
0.039 |
0.018 |
| 6M High / 6M Low: |
0.110 |
0.010 |
| High (YTD): |
2024-01-09 |
0.320 |
| Low (YTD): |
2024-04-09 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.36% |
| Volatility 6M: |
|
1,584.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
