Citi Call 122.5 6MK 19.09.2024
/ DE000KH9RJL1
Citi Call 122.5 6MK 19.09.2024/ DE000KH9RJL1 /
| 2024-04-09 9:23:15 AM |
Chg.+0.020 |
Bid2:57:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+2.08% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
122.50 - |
2024-09-19 |
Call |
Master data
| WKN: |
KH9RJL |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.50 - |
| Maturity: |
2024-09-19 |
| Issue date: |
2023-09-13 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
-0.17 |
| Time value: |
0.98 |
| Break-even: |
132.30 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
0.54 |
| Theta: |
-0.04 |
| Omega: |
6.65 |
| Rho: |
0.20 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+2.08% |
| YTD |
|
|
+250.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.340 |
0.140 |
| High (YTD): |
2024-03-27 |
1.340 |
| Low (YTD): |
2024-01-02 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.655 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
169.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
