Citi Call 130 MCHP 19.09.2024
/ DE000KH767G1
Citi Call 130 MCHP 19.09.2024/ DE000KH767G1 /
2024-05-31 7:27:19 PM |
Chg.-0.009 |
Bid9:59:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
-32.14% |
0.034 Bid Size: 2,500 |
- Ask Size: - |
Microchip Technology... |
130.00 USD |
2024-09-19 |
Call |
Master data
WKN: |
KH767G |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Microchip Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2024-09-19 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
317.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.29 |
Parity: |
-3.11 |
Time value: |
0.03 |
Break-even: |
120.30 |
Moneyness: |
0.74 |
Premium: |
0.35 |
Premium p.a.: |
1.70 |
Spread abs.: |
0.00 |
Spread %: |
12.00% |
Delta: |
0.05 |
Theta: |
-0.01 |
Omega: |
15.43 |
Rho: |
0.01 |
Quote data
Open: |
0.010 |
High: |
0.024 |
Low: |
0.010 |
Previous Close: |
0.028 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-57.78% |
1 Month |
|
|
-63.46% |
3 Months |
|
|
-52.50% |
YTD |
|
|
-85.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.019 |
1M High / 1M Low: |
0.058 |
0.010 |
6M High / 6M Low: |
0.180 |
0.003 |
High (YTD): |
2024-03-07 |
0.160 |
Low (YTD): |
2024-04-19 |
0.003 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.056 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
783.58% |
Volatility 6M: |
|
948.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |