Citi Call 105 6MK 19.09.2024
/ DE000KH79BX3
Citi Call 105 6MK 19.09.2024/ DE000KH79BX3 /
| 2024-04-09 9:29:46 AM |
Chg.+0.070 |
Bid2:57:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.250EUR |
+3.21% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
105.00 - |
2024-09-19 |
Call |
Master data
| WKN: |
KH79BX |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-09-19 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.16 |
| Parity: |
1.57 |
| Time value: |
0.68 |
| Break-even: |
127.50 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
3.21% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
4.08 |
| Rho: |
0.25 |
Quote data
| Open: |
2.210 |
| High: |
2.250 |
| Low: |
2.210 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+4.65% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.680 |
0.610 |
| High (YTD): |
2024-03-27 |
2.680 |
| Low (YTD): |
2024-01-02 |
1.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.620 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
100.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
