Citi Call 2300 AZO 20.06.2024
/ DE000KH2F6E0
Citi Call 2300 AZO 20.06.2024/ DE000KH2F6E0 /
| 5/28/2024 12:50:29 PM |
Chg.-0.060 |
Bid5/28/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.550EUR |
-1.30% |
4.550
Bid Size: 30,000 |
-
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: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.19 |
| Parity: |
2.71 |
| Time value: |
1.89 |
| Break-even: |
2,760.00 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
2.07 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.22% |
| Delta: |
0.70 |
| Theta: |
-6.22 |
| Omega: |
3.91 |
| Rho: |
0.84 |
Quote data
| Open: |
4.610 |
| High: |
4.620 |
| Low: |
4.540 |
| Previous Close: |
4.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.61% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-34.15% |
| YTD |
|
|
+30.75% |
| 1 Year |
|
|
+5.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.770 |
4.510 |
| 1M High / 1M Low: |
6.600 |
4.510 |
| 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: |
|
4.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.609 |
| Avg. volume 6M: |
|
112.992 |
| Avg. price 1Y: |
|
4.837 |
| Avg. volume 1Y: |
|
60.569 |
| Volatility 1M: |
|
75.13% |
| Volatility 6M: |
|
95.59% |
| Volatility 1Y: |
|
88.59% |
| Volatility 3Y: |
|
- |
