Citi Call 115 VOW3 19.12.2024/  DE000KJ1WMW7  /

Frankfurt Zert./CITI
2024-06-14  7:31:47 PM Chg.-0.030 Bid9:58:12 PM Ask- Underlying Strike price Expiration date Option type
0.380EUR -7.32% 0.380
Bid Size: 2,500
-
Ask Size: -
VOLKSWAGEN AG VZO O.... 115.00 EUR 2024-12-19 Call
 

Master data

WKN: KJ1WMW
Issuer: Citi
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 2024-12-19
Issue date: 2023-11-21
Last trading day: 2024-12-18
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 27.50
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -1.05
Time value: 0.38
Break-even: 118.80
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.35
Theta: -0.02
Omega: 9.69
Rho: 0.17
 

Quote data

Open: 0.420
High: 0.420
Low: 0.370
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -44.12%
1 Month
  -48.65%
3 Months
  -35.59%
YTD
  -34.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.380
1M High / 1M Low: 0.850 0.380
6M High / 6M Low: 1.050 0.380
High (YTD): 2024-04-04 1.050
Low (YTD): 2024-06-14 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   0.721
Avg. volume 6M:   13.200
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.28%
Volatility 6M:   140.57%
Volatility 1Y:   -
Volatility 3Y:   -