Citi Put 24 SGM 19.12.2024
/ DE000KH5L774
Citi Put 24 SGM 19.12.2024/ DE000KH5L774 /
| 2024-09-30 7:35:09 PM |
Chg.+0.020 |
Bid2024-09-30 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+28.57% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
24.00 - |
2024-12-19 |
Put |
Master data
| WKN: |
KH5L77 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 - |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-05-10 |
| Last trading day: |
2024-10-09 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
-0.07 |
| Time value: |
0.12 |
| Break-even: |
22.80 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-8.08 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.076 |
| High: |
0.100 |
| Low: |
0.076 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
+109.30% |
| 1 Year |
|
|
+12.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
0.150 |
0.004 |
| High (YTD): |
2024-09-16 |
0.150 |
| Low (YTD): |
2024-07-15 |
0.004 |
| 52W High: |
2024-09-16 |
0.150 |
| 52W Low: |
2024-07-15 |
0.004 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.052 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.043 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
491.00% |
| Volatility 1Y: |
|
390.71% |
| Volatility 3Y: |
|
- |
