Citi Call 85 TJX 16.01.2025
/ DE000KH24XC7
Citi Call 85 TJX 16.01.2025/ DE000KH24XC7 /
30/09/2024 19:26:55 |
Chg.-0.030 |
Bid21:59:46 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.980EUR |
-1.00% |
- Bid Size: - |
- Ask Size: - |
TJX COS INC. ... |
85.00 - |
16/01/2025 |
Call |
Master data
WKN: |
KH24XC |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
TJX COS INC. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
16/01/2025 |
Issue date: |
01/02/2023 |
Last trading day: |
15/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
2.33 |
Implied volatility: |
0.84 |
Historic volatility: |
0.16 |
Parity: |
2.33 |
Time value: |
0.73 |
Break-even: |
115.60 |
Moneyness: |
1.27 |
Premium: |
0.07 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.79 |
Theta: |
-0.08 |
Omega: |
2.80 |
Rho: |
0.13 |
Quote data
Open: |
2.960 |
High: |
2.990 |
Low: |
2.950 |
Previous Close: |
3.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-2.93% |
3 Months |
|
|
+11.61% |
YTD |
|
|
+108.39% |
1 Year |
|
|
+105.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.070 |
2.980 |
6M High / 6M Low: |
3.300 |
1.390 |
High (YTD): |
27/08/2024 |
3.300 |
Low (YTD): |
19/04/2024 |
1.340 |
52W High: |
27/08/2024 |
3.300 |
52W Low: |
30/11/2023 |
1.160 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.487 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.989 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
23.99% |
Volatility 6M: |
|
74.75% |
Volatility 1Y: |
|
70.23% |
Volatility 3Y: |
|
- |