Citi Call 150 PGR 20.06.2024
/ DE000KH78LG9
Citi Call 150 PGR 20.06.2024/ DE000KH78LG9 /
| 2024-05-10 7:33:40 PM |
Chg.+0.070 |
Bid9:59:49 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.160EUR |
+1.15% |
6.190
Bid Size: 7,500 |
-
Ask Size: - |
Progressive Corporat... |
150.00 USD |
2024-06-20 |
Call |
Master data
| WKN: |
KH78LG |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.16 |
| Intrinsic value: |
6.10 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.24 |
| Parity: |
6.10 |
| Time value: |
0.09 |
| Break-even: |
201.15 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.04 |
| Omega: |
3.18 |
| Rho: |
0.15 |
Quote data
| Open: |
6.070 |
| High: |
6.190 |
| Low: |
6.050 |
| Previous Close: |
6.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.19% |
| 1 Month |
|
|
+17.11% |
| 3 Months |
|
|
+76.50% |
| YTD |
|
|
+248.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.290 |
5.990 |
| 1M High / 1M Low: |
6.290 |
5.260 |
| 6M High / 6M Low: |
6.290 |
1.470 |
| High (YTD): |
2024-05-08 |
6.290 |
| Low (YTD): |
2024-01-02 |
1.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.728 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.17% |
| Volatility 6M: |
|
83.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
