Citi Call 110 6MK 19.09.2024
/ DE000KH79BY1
Citi Call 110 6MK 19.09.2024/ DE000KH79BY1 /
| 2024-04-09 9:31:04 AM |
Chg.+0.040 |
Bid2:57:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
+2.23% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
110.00 - |
2024-09-19 |
Call |
Master data
| WKN: |
KH79BY |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-09-19 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
1.07 |
| Time value: |
0.72 |
| Break-even: |
127.90 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
4.84 |
| Rho: |
0.25 |
Quote data
| Open: |
1.820 |
| High: |
1.860 |
| Low: |
1.820 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+2.81% |
| YTD |
|
|
+147.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.280 |
0.420 |
| High (YTD): |
2024-03-27 |
2.280 |
| Low (YTD): |
2024-01-02 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
113.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
