Citi Put 260 RHHVF 19.12.2024
/ DE000KH8NR21
Citi Put 260 RHHVF 19.12.2024/ DE000KH8NR21 /
09/09/2024 14:52:25 |
Chg.+0.180 |
Bid15:08:43 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
+20.93% |
1.080 Bid Size: 17,500 |
- 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: |
-35.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
-3.09 |
Time value: |
0.82 |
Break-even: |
251.80 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
0.58 |
Spread abs.: |
-0.05 |
Spread %: |
-5.75% |
Delta: |
-0.23 |
Theta: |
-0.08 |
Omega: |
-8.19 |
Rho: |
-0.21 |
Quote data
Open: |
0.790 |
High: |
1.130 |
Low: |
0.730 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+136.36% |
1 Month |
|
|
+28.40% |
3 Months |
|
|
-58.23% |
YTD |
|
|
-68.48% |
1 Year |
|
|
-58.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.440 |
1M High / 1M Low: |
0.860 |
0.440 |
6M High / 6M Low: |
4.780 |
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: |
|
0.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.620 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.443 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.894 |
Avg. volume 1Y: |
|
47.638 |
Volatility 1M: |
|
187.77% |
Volatility 6M: |
|
181.17% |
Volatility 1Y: |
|
143.94% |
Volatility 3Y: |
|
- |