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Citi Put 260 RHHVF 19.12.2024/  DE000KH8NR21  /

EUWAX
2024-10-11  9:10:33 AM Chg.+0.070 Bid10:00:22 PM Ask10:00:22 PM Underlying Strike price Expiration date Option type
0.850EUR +8.97% -
Bid Size: -		 -
Ask Size: -		 Roche Holding Ltd 260.00 - 2024-12-19 Put
 

Master data

WKN: KH8NR2
Issuer: Citi
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 2024-12-19
Issue date: 2023-08-08
Last trading day: 2024-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.21
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -2.24
Time value: 0.78
Break-even: 252.20
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.71
Spread abs.: -0.02
Spread %: -2.50%
Delta: -0.26
Theta: -0.10
Omega: -9.50
Rho: -0.15
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month
  -11.46%
3 Months
  -53.55%
YTD
  -74.47%
1 Year
  -68.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 0.780
1M High / 1M Low: 1.160 0.580
6M High / 6M Low: 4.890 0.460
High (YTD): 2024-05-03 4.890
Low (YTD): 2024-09-02 0.460
52W High: 2024-05-03 4.890
52W Low: 2024-09-02 0.460
Avg. price 1W:   1.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.845
Avg. volume 1M:   0.000
Avg. price 6M:   1.965
Avg. volume 6M:   0.000
Avg. price 1Y:   2.721
Avg. volume 1Y:   37.500
Volatility 1M:   221.85%
Volatility 6M:   236.08%
Volatility 1Y:   180.67%
Volatility 3Y:   -