Citi Call 165 PGR 19.12.2024
/ DE000KH78LU0
Citi Call 165 PGR 19.12.2024/ DE000KH78LU0 /
| 25/06/2024 19:37:38 |
Chg.-0.270 |
Bid21:59:38 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.810EUR |
-5.31% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
165.00 USD |
19/12/2024 |
Call |
Master data
| WKN: |
KH78LU |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
19/12/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.59 |
| Intrinsic value: |
4.26 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
4.26 |
| Time value: |
0.59 |
| Break-even: |
202.24 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.15 |
| Spread %: |
-3.00% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
3.56 |
| Rho: |
0.60 |
Quote data
| Open: |
4.980 |
| High: |
5.030 |
| Low: |
4.730 |
| Previous Close: |
5.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
-0.62% |
| YTD |
|
|
+188.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.080 |
4.890 |
| 1M High / 1M Low: |
5.290 |
4.320 |
| 6M High / 6M Low: |
5.610 |
1.530 |
| High (YTD): |
08/05/2024 |
5.610 |
| Low (YTD): |
02/01/2024 |
1.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.064 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.42% |
| Volatility 6M: |
|
73.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
