Citi Call 480 VRTX 19.12.2024
/ DE000KH8AXN6
Citi Call 480 VRTX 19.12.2024/ DE000KH8AXN6 /
| 7/4/2024 9:16:27 AM |
Chg.-0.27 |
Bid4:00:40 PM |
Ask4:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
-7.80% |
3.25
Bid Size: 10,000 |
-
Ask Size: - |
Vertex Pharmaceutica... |
480.00 USD |
12/19/2024 |
Call |
Master data
| WKN: |
KH8AXN |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
12/19/2024 |
| Issue date: |
7/24/2023 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.90 |
| Time value: |
3.21 |
| Break-even: |
476.91 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.53 |
| Theta: |
-0.12 |
| Omega: |
7.20 |
| Rho: |
0.92 |
Quote data
| Open: |
3.19 |
| High: |
3.19 |
| Low: |
3.19 |
| Previous Close: |
3.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.63% |
| 1 Month |
|
|
-13.55% |
| 3 Months |
|
|
+63.59% |
| YTD |
|
|
+38.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
3.17 |
| 1M High / 1M Low: |
4.52 |
3.17 |
| 6M High / 6M Low: |
4.52 |
1.17 |
| High (YTD): |
6/7/2024 |
4.52 |
| Low (YTD): |
4/30/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.77 |
| Avg. volume 1M: |
|
9.09 |
| Avg. price 6M: |
|
2.71 |
| Avg. volume 6M: |
|
1.57 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.46% |
| Volatility 6M: |
|
139.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
