Citi Call 225 PGR 16.01.2025
/ DE000KJ0SYF7
Citi Call 225 PGR 16.01.2025/ DE000KJ0SYF7 /
| 2024-09-04 7:26:58 PM |
Chg.-0.070 |
Bid9:59:28 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.410EUR |
-2.01% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
225.00 - |
2025-01-16 |
Call |
Master data
| WKN: |
KJ0SYF |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.19 |
| Parity: |
0.59 |
| Time value: |
2.82 |
| Break-even: |
259.10 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
-0.16 |
| Spread %: |
-4.48% |
| Delta: |
0.61 |
| Theta: |
-0.14 |
| Omega: |
4.12 |
| Rho: |
0.33 |
Quote data
| Open: |
3.420 |
| High: |
3.500 |
| Low: |
3.390 |
| Previous Close: |
3.480 |
| Turnover: |
1,044 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.79% |
| 3 Months |
|
|
+179.51% |
| YTD |
|
|
+1075.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.480 |
2.790 |
| 6M High / 6M Low: |
3.480 |
1.080 |
| High (YTD): |
2024-09-03 |
3.480 |
| Low (YTD): |
2024-01-02 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.163 |
| Avg. volume 1M: |
|
37.500 |
| Avg. price 6M: |
|
1.687 |
| Avg. volume 6M: |
|
2.632 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.45% |
| Volatility 6M: |
|
149.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
