Citi Put 260 RHHVF 19.12.2024
/ DE000KH8NR21
Citi Put 260 RHHVF 19.12.2024/ DE000KH8NR21 /
| 30/09/2024 19:31:07 |
Chg.+0.030 |
Bid30/09/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+4.69% |
-
Bid Size: - |
-
Ask Size: - |
Roche Holding Ltd |
260.00 - |
19/12/2024 |
Put |
Master data
| WKN: |
KH8NR2 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 - |
| Maturity: |
19/12/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
-1.36 |
| Time value: |
0.71 |
| Break-even: |
252.90 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
-0.31 |
| Theta: |
-0.17 |
| Omega: |
-11.89 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.610 |
| High: |
0.670 |
| Low: |
0.600 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+4.69% |
| YTD |
|
|
-79.70% |
| 1 Year |
|
|
-81.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
3.610 |
0.440 |
| High (YTD): |
02/05/2024 |
4.780 |
| Low (YTD): |
02/09/2024 |
0.440 |
| 52W High: |
02/05/2024 |
4.780 |
| 52W Low: |
02/09/2024 |
0.440 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.688 |
| Avg. volume 1Y: |
|
22.870 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
204.26% |
| Volatility 1Y: |
|
152.14% |
| Volatility 3Y: |
|
- |
