Citi Put 24 SGM 19.12.2024
/ DE000KH5L774
Citi Put 24 SGM 19.12.2024/ DE000KH5L774 /
9/2/2024 9:13:26 AM |
Chg.-0.003 |
Bid5:40:00 PM |
Ask5:40:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.065EUR |
-4.41% |
0.050 Bid Size: 12,500 |
- Ask Size: - |
STMICROELECTRONICS |
24.00 - |
12/19/2024 |
Put |
Master data
WKN: |
KH5L77 |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 - |
Maturity: |
12/19/2024 |
Issue date: |
5/10/2023 |
Last trading day: |
12/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-47.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.32 |
Parity: |
-0.48 |
Time value: |
0.06 |
Break-even: |
23.39 |
Moneyness: |
0.83 |
Premium: |
0.19 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.01 |
Spread %: |
22.00% |
Delta: |
-0.16 |
Theta: |
-0.01 |
Omega: |
-7.71 |
Rho: |
-0.02 |
Quote data
Open: |
0.065 |
High: |
0.065 |
Low: |
0.065 |
Previous Close: |
0.068 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.47% |
1 Month |
|
|
-21.69% |
3 Months |
|
|
+170.83% |
YTD |
|
|
+51.16% |
1 Year |
|
|
-7.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.076 |
0.068 |
1M High / 1M Low: |
0.160 |
0.068 |
6M High / 6M Low: |
0.160 |
0.013 |
High (YTD): |
8/6/2024 |
0.160 |
Low (YTD): |
7/16/2024 |
0.013 |
52W High: |
8/6/2024 |
0.160 |
52W Low: |
7/16/2024 |
0.013 |
Avg. price 1W: |
|
0.073 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.099 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.039 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.048 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
361.98% |
Volatility 6M: |
|
315.96% |
Volatility 1Y: |
|
296.24% |
Volatility 3Y: |
|
- |