Citi Call 215 PGR 16.01.2025
/ DE000KJ0SYD2
Citi Call 215 PGR 16.01.2025/ DE000KJ0SYD2 /
| 28/05/2024 12:03:50 |
Chg.- |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
215.00 - |
16/01/2025 |
Call |
Master data
| WKN: |
KJ0SYD |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
16/01/2025 |
| Issue date: |
23/10/2023 |
| Last trading day: |
29/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-1.93 |
| Time value: |
1.54 |
| Break-even: |
230.40 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.65% |
| Delta: |
0.45 |
| Theta: |
-0.06 |
| Omega: |
5.68 |
| Rho: |
0.41 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-20.63% |
| YTD |
|
|
+284.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.50 |
1.49 |
| 6M High / 6M Low: |
2.48 |
0.37 |
| High (YTD): |
22/04/2024 |
2.48 |
| Low (YTD): |
02/01/2024 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
14.96% |
| Volatility 6M: |
|
126.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
