Citi Call 190 PGR 20.06.2024
/ DE000KJ0BPQ8
Citi Call 190 PGR 20.06.2024/ DE000KJ0BPQ8 /
| 2024-04-09 9:30:41 AM |
Chg.-0.060 |
Bid3:00:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.430EUR |
-2.41% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
190.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KJ0BPQ |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.24 |
| Parity: |
1.03 |
| Time value: |
1.45 |
| Break-even: |
214.80 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.64 |
| Theta: |
-0.24 |
| Omega: |
5.16 |
| Rho: |
0.11 |
Quote data
| Open: |
2.440 |
| High: |
2.440 |
| Low: |
2.430 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+155.79% |
| YTD |
|
|
+614.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.580 |
0.260 |
| High (YTD): |
2024-04-03 |
2.580 |
| Low (YTD): |
2024-01-02 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
159.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
