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Citi Call 80 CVS 19.12.2024/  DE000KH75NC0  /

Frankfurt Zert./CITI
7/29/2024  4:49:16 PM Chg.+0.003 Bid5:29:47 PM Ask- Underlying Strike price Expiration date Option type
0.063EUR +5.00% 0.072
Bid Size: 100,000		 -
Ask Size: -		 CVS Health Corporati... 80.00 USD 12/19/2024 Call
 

Master data

WKN: KH75NC
Issuer: Citi
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/19/2024
Issue date: 7/18/2023
Last trading day: 12/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 374.71
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.28
Parity: -1.75
Time value: 0.02
Break-even: 73.86
Moneyness: 0.76
Premium: 0.31
Premium p.a.: 1.01
Spread abs.: -0.05
Spread %: -78.26%
Delta: 0.05
Theta: 0.00
Omega: 17.42
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.064
Low: 0.040
Previous Close: 0.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+75.00%
1 Month  
+31.25%
3 Months
  -65.00%
YTD
  -91.37%
1 Year
  -91.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.028
1M High / 1M Low: 0.060 0.001
6M High / 6M Low: 0.680 0.001
High (YTD): 1/5/2024 0.880
Low (YTD): 7/4/2024 0.001
52W High: 1/5/2024 0.880
52W Low: 7/4/2024 0.001
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   0.390
Avg. volume 1Y:   88.189
Volatility 1M:   9,443.88%
Volatility 6M:   3,633.70%
Volatility 1Y:   2,566.98%
Volatility 3Y:   -