Citi Call 2300 AZO 20.06.2024
/ DE000KH2F6E0
Citi Call 2300 AZO 20.06.2024/ DE000KH2F6E0 /
| 6/14/2024 7:25:05 PM |
Chg.+0.150 |
Bid9:59:28 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.870EUR |
+3.18% |
4.990
Bid Size: 3,700 |
-
Ask Size: - |
AutoZone Inc |
2,300.00 - |
6/20/2024 |
Call |
Master data
| WKN: |
KH2F6E |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,300.00 - |
| Maturity: |
6/20/2024 |
| Issue date: |
1/20/2023 |
| Last trading day: |
6/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.49 |
| Implied volatility: |
2.41 |
| Historic volatility: |
0.19 |
| Parity: |
3.49 |
| Time value: |
1.38 |
| Break-even: |
2,787.00 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
39.62 |
| Spread abs.: |
-0.12 |
| Spread %: |
-2.40% |
| Delta: |
0.74 |
| Theta: |
-24.42 |
| Omega: |
4.03 |
| Rho: |
0.20 |
Quote data
| Open: |
4.660 |
| High: |
4.870 |
| Low: |
4.550 |
| Previous Close: |
4.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.84% |
| 1 Month |
|
|
-13.96% |
| 3 Months |
|
|
-37.72% |
| YTD |
|
|
+39.94% |
| 1 Year |
|
|
+14.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.870 |
4.600 |
| 1M High / 1M Low: |
5.710 |
4.140 |
| 6M High / 6M Low: |
8.870 |
3.110 |
| High (YTD): |
3/22/2024 |
8.870 |
| Low (YTD): |
1/9/2024 |
3.110 |
| 52W High: |
3/22/2024 |
8.870 |
| 52W Low: |
1/9/2024 |
3.110 |
| Avg. price 1W: |
|
4.734 |
| Avg. volume 1W: |
|
50 |
| Avg. price 1M: |
|
4.671 |
| Avg. volume 1M: |
|
11.364 |
| Avg. price 6M: |
|
5.621 |
| Avg. volume 6M: |
|
113.153 |
| Avg. price 1Y: |
|
4.881 |
| Avg. volume 1Y: |
|
61.549 |
| Volatility 1M: |
|
80.97% |
| Volatility 6M: |
|
91.45% |
| Volatility 1Y: |
|
87.37% |
| Volatility 3Y: |
|
- |
