Citi Call 24 FRE 19.12.2024
/ DE000KJ0WHP3
Citi Call 24 FRE 19.12.2024/ DE000KJ0WHP3 /
| 2024-06-05 9:18:13 AM |
Chg.- |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
24.00 - |
2024-12-19 |
Call |
Master data
| WKN: |
KJ0WHP |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.56 |
| Time value: |
0.12 |
| Break-even: |
30.80 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.63 |
| Rho: |
0.09 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.04% |
| 3 Months |
|
|
+80.56% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.650 |
0.490 |
| 6M High / 6M Low: |
0.700 |
0.290 |
| High (YTD): |
2024-01-05 |
0.700 |
| Low (YTD): |
2024-03-26 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.48% |
| Volatility 6M: |
|
100.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
