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Citi Call 450 NTH 16.01.2025/  DE000KH24U98  /

EUWAX
11/12/2024  3:38:34 PM Chg.+0.030 Bid9:05:03 PM Ask9:05:03 PM Underlying Strike price Expiration date Option type
0.780EUR +4.00% 0.780
Bid Size: 100,000		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 450.00 - 1/16/2025 Call
 

Master data

WKN: KH24U9
Issuer: Citi
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 1/16/2025
Issue date: 2/1/2023
Last trading day: 1/15/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.67
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.51
Implied volatility: 0.55
Historic volatility: 0.16
Parity: 0.51
Time value: 0.24
Break-even: 525.00
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.31
Spread abs.: -0.05
Spread %: -6.25%
Delta: 0.73
Theta: -0.32
Omega: 4.84
Rho: 0.51
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.94%
1 Month  
+11.43%
3 Months  
+47.17%
YTD  
+44.44%
1 Year  
+32.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.510
1M High / 1M Low: 0.760 0.490
6M High / 6M Low: 0.850 0.130
High (YTD): 10/4/2024 0.850
Low (YTD): 7/10/2024 0.130
52W High: 10/4/2024 0.850
52W Low: 7/10/2024 0.130
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.641
Avg. volume 1M:   0.000
Avg. price 6M:   0.476
Avg. volume 6M:   0.000
Avg. price 1Y:   0.492
Avg. volume 1Y:   0.000
Volatility 1M:   154.15%
Volatility 6M:   174.29%
Volatility 1Y:   143.62%
Volatility 3Y:   -