Citi Put 108 SREN 19.12.2024
/ DE000KJ50AH5
Citi Put 108 SREN 19.12.2024/ DE000KJ50AH5 /
| 10/8/2024 9:14:34 AM |
Chg.- |
Bid8:29:22 AM |
Ask8:29:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
108.00 CHF |
12/19/2024 |
Put |
Master data
| WKN: |
KJ50AH |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
108.00 CHF |
| Maturity: |
12/19/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
-0.22 |
| Time value: |
0.33 |
| Break-even: |
111.41 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-13.50 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-10.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.210 |
| 1M High / 1M Low: |
0.420 |
0.150 |
| 6M High / 6M Low: |
1.310 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.70% |
| Volatility 6M: |
|
213.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
