Citi Call 16.5 VALE 19.12.2024
/ DE000KJ2VLC1
Citi Call 16.5 VALE 19.12.2024/ DE000KJ2VLC1 /
| 2024-06-05 9:18:18 AM |
Chg.-0.030 |
Bid12:55:30 PM |
Ask12:55:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-33.33% |
0.090
Bid Size: 14,000 |
-
Ask Size: - |
Vale SA |
16.50 USD |
2024-12-19 |
Call |
Master data
| WKN: |
KJ2VLC |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 USD |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
117.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-4.56 |
| Time value: |
0.09 |
| Break-even: |
15.25 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.09 |
| Theta: |
0.00 |
| Omega: |
10.33 |
| Rho: |
0.00 |
Quote data
| Open: |
0.060 |
| High: |
0.060 |
| Low: |
0.060 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-76.92% |
| 3 Months |
|
|
-84.21% |
| YTD |
|
|
-95.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.090 |
| 1M High / 1M Low: |
0.270 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.460 |
| Low (YTD): |
2024-06-04 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
