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Citi Call 160 PGR 16.01.2025/  DE000KH78L52  /

Frankfurt Zert./CITI
2024-09-26  5:39:06 PM Chg.-0.240 Bid6:19:12 PM Ask- Underlying Strike price Expiration date Option type
8.670EUR -2.69% 8.590
Bid Size: 150,000		 -
Ask Size: -		 Progressive Corporat... 160.00 USD 2025-01-16 Call
 

Master data

WKN: KH78L5
Issuer: Citi
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-01-16
Issue date: 2023-07-20
Last trading day: 2025-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.58
Leverage: Yes

Calculated values

Fair value: 8.86
Intrinsic value: 8.71
Implied volatility: 0.52
Historic volatility: 0.19
Parity: 8.71
Time value: 0.25
Break-even: 233.36
Moneyness: 1.61
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.03
Omega: 2.49
Rho: 0.41
 

Quote data

Open: 9.070
High: 9.120
Low: 8.670
Previous Close: 8.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.17%
3 Months  
+72.37%
YTD  
+337.88%
1 Year  
+514.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.010 8.670
1M High / 1M Low: 9.060 7.840
6M High / 6M Low: 9.060 4.730
High (YTD): 2024-09-18 9.060
Low (YTD): 2024-01-02 2.100
52W High: 2024-09-18 9.060
52W Low: 2023-10-02 1.170
Avg. price 1W:   8.864
Avg. volume 1W:   0.000
Avg. price 1M:   8.568
Avg. volume 1M:   0.000
Avg. price 6M:   6.132
Avg. volume 6M:   0.000
Avg. price 1Y:   4.479
Avg. volume 1Y:   0.000
Volatility 1M:   42.85%
Volatility 6M:   67.57%
Volatility 1Y:   86.87%
Volatility 3Y:   -