Citi Call 16.5 VALE 19.12.2024
/ DE000KJ2VLC1
Citi Call 16.5 VALE 19.12.2024/ DE000KJ2VLC1 /
| 6/4/2024 12:19:56 PM |
Chg.-0.020 |
Bid6/4/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-16.67% |
0.100
Bid Size: 14,000 |
-
Ask Size: - |
Vale SA |
16.50 USD |
12/19/2024 |
Call |
Master data
| WKN: |
KJ2VLC |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 USD |
| Maturity: |
12/19/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
12/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-4.29 |
| Time value: |
0.12 |
| Break-even: |
15.25 |
| Moneyness: |
0.72 |
| Premium: |
0.41 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.11 |
| Theta: |
0.00 |
| Omega: |
9.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.110 |
| Low: |
0.090 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.18% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-75.61% |
| YTD |
|
|
-93.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.120 |
| 1M High / 1M Low: |
0.280 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
1.460 |
| Low (YTD): |
6/3/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
