Citi Call 2300 AZO 20.06.2024
/ DE000KH2F6E0
Citi Call 2300 AZO 20.06.2024/ DE000KH2F6E0 /
| 2024-05-24 7:27:44 PM |
Chg.+0.080 |
Bid9:59:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.590EUR |
+1.77% |
4.590
Bid Size: 3,700 |
-
Ask Size: - |
AutoZone Inc |
2,300.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH2F6E |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,300.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
1.16 |
| Historic volatility: |
0.19 |
| Parity: |
2.75 |
| Time value: |
1.85 |
| Break-even: |
2,760.00 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-5.45 |
| Omega: |
3.93 |
| Rho: |
0.96 |
Quote data
| Open: |
4.420 |
| High: |
4.590 |
| Low: |
4.420 |
| Previous Close: |
4.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.85% |
| 1 Month |
|
|
-25.24% |
| 3 Months |
|
|
-3.16% |
| YTD |
|
|
+31.90% |
| 1 Year |
|
|
+10.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.710 |
4.510 |
| 1M High / 1M Low: |
6.600 |
4.510 |
| 6M High / 6M Low: |
8.870 |
3.110 |
| High (YTD): |
2024-03-22 |
8.870 |
| Low (YTD): |
2024-01-09 |
3.110 |
| 52W High: |
2024-03-22 |
8.870 |
| 52W Low: |
2024-01-09 |
3.110 |
| Avg. price 1W: |
|
4.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.608 |
| Avg. volume 6M: |
|
112.992 |
| Avg. price 1Y: |
|
4.833 |
| Avg. volume 1Y: |
|
60.332 |
| Volatility 1M: |
|
76.56% |
| Volatility 6M: |
|
96.80% |
| Volatility 1Y: |
|
88.51% |
| Volatility 3Y: |
|
- |
