Citi Call 150 PGR 20.06.2024
/ DE000KH78LG9
Citi Call 150 PGR 20.06.2024/ DE000KH78LG9 /
| 2024-05-13 9:18:57 AM |
Chg.+0.17 |
Bid2:57:35 PM |
Ask2:57:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.24EUR |
+2.80% |
6.32
Bid Size: 30,000 |
-
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: |
6.11 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.24 |
| Parity: |
6.11 |
| Time value: |
0.08 |
| Break-even: |
201.17 |
| 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: |
3.17 |
| Rho: |
0.14 |
Quote data
| Open: |
6.24 |
| High: |
6.24 |
| Low: |
6.24 |
| Previous Close: |
6.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.83% |
| 1 Month |
|
|
+20.46% |
| 3 Months |
|
|
+79.31% |
| YTD |
|
|
+254.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.22 |
5.58 |
| 1M High / 1M Low: |
6.32 |
5.32 |
| 6M High / 6M Low: |
6.32 |
1.48 |
| High (YTD): |
2024-04-22 |
6.32 |
| Low (YTD): |
2024-01-02 |
1.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.72 |
| Avg. volume 6M: |
|
123.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.38% |
| Volatility 6M: |
|
88.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
