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Citi Call 95 AEP 16.01.2025/  DE000KH0L4X9  /

EUWAX
2024-08-02  9:00:17 AM Chg.+0.240 Bid5:53:06 PM Ask5:53:06 PM Underlying Strike price Expiration date Option type
0.880EUR +37.50% 0.830
Bid Size: 20,000		 -
Ask Size: -		 American Electric Po... 95.00 - 2025-01-16 Call
 

Master data

WKN: KH0L4X
Issuer: Citi
Currency: EUR
Underlying: American Electric Power Company Inc
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-01-16
Issue date: 2022-11-28
Last trading day: 2025-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.17
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -0.11
Time value: 0.84
Break-even: 103.40
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: -0.06
Spread %: -6.67%
Delta: 0.55
Theta: -0.03
Omega: 6.17
Rho: 0.20
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.39%
1 Month  
+319.05%
3 Months  
+166.67%
YTD  
+340.00%
1 Year  
+87.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.570
1M High / 1M Low: 0.680 0.160
6M High / 6M Low: 0.680 0.069
High (YTD): 2024-07-31 0.680
Low (YTD): 2024-02-09 0.069
52W High: 2024-07-31 0.680
52W Low: 2024-02-09 0.069
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   88.583
Avg. price 1Y:   0.251
Avg. volume 1Y:   101.313
Volatility 1M:   259.11%
Volatility 6M:   220.08%
Volatility 1Y:   199.95%
Volatility 3Y:   -