Citi Put 34000 Nikkei 225 Stock Average Index 13.12.2024
/ DE000KJ1XCK1
Citi Put 34000 Nikkei 225 Stock A.../ DE000KJ1XCK1 /
06/09/2024 09:00:12 |
Chg.+0.070 |
Bid22:00:20 |
Ask22:00:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+7.61% |
- Bid Size: - |
- Ask Size: - |
- |
34,000.00 JPY |
13/12/2024 |
Put |
Master data
WKN: |
KJ1XCK |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
34,000.00 JPY |
Maturity: |
13/12/2024 |
Issue date: |
21/11/2023 |
Last trading day: |
12/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-442,468.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
535,299.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.02 |
Historic volatility: |
32.30 |
Parity: |
-17,147.95 |
Time value: |
1.26 |
Break-even: |
5,403,605.92 |
Moneyness: |
0.97 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.00 |
Theta: |
-0.47 |
Omega: |
-293.38 |
Rho: |
-9.65 |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.990 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+98.00% |
1 Month |
|
|
-34.00% |
3 Months |
|
|
+57.14% |
YTD |
|
|
-58.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.490 |
1M High / 1M Low: |
1.530 |
0.490 |
6M High / 6M Low: |
2.810 |
0.230 |
High (YTD): |
05/08/2024 |
2.810 |
Low (YTD): |
11/07/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.856 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.736 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
341.50% |
Volatility 6M: |
|
311.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |