Citi Call 140 CVX 16.01.2025
/ DE000KH75KL7
Citi Call 140 CVX 16.01.2025/ DE000KH75KL7 /
| 2024-09-25 9:11:51 AM |
Chg.-0.04 |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-3.64% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
2025-01-16 |
Call |
Master data
| WKN: |
KH75KL |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2025-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.67 |
| Time value: |
0.44 |
| Break-even: |
136.20 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
8.46 |
| Rho: |
0.26 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.22% |
| 1 Month |
|
|
-7.02% |
| 3 Months |
|
|
-51.38% |
| YTD |
|
|
-44.21% |
| 1 Year |
|
|
-70.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.92 |
| 1M High / 1M Low: |
1.23 |
0.67 |
| 6M High / 6M Low: |
2.83 |
0.67 |
| High (YTD): |
2024-04-29 |
2.83 |
| Low (YTD): |
2024-09-11 |
0.67 |
| 52W High: |
2023-09-27 |
3.81 |
| 52W Low: |
2024-09-11 |
0.67 |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
125.82% |
| Volatility 6M: |
|
114.96% |
| Volatility 1Y: |
|
105.28% |
| Volatility 3Y: |
|
- |
