Citi Call 340 MCO 20.06.2024
/ DE000KH895R7
Citi Call 340 MCO 20.06.2024/ DE000KH895R7 /
| 2024-04-09 8:13:35 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.85EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
340.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH895R |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.18 |
| Parity: |
2.65 |
| Time value: |
3.18 |
| Break-even: |
398.30 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.10 |
| Spread %: |
1.75% |
| Delta: |
0.66 |
| Theta: |
-0.50 |
| Omega: |
4.15 |
| Rho: |
0.22 |
Quote data
| Open: |
5.85 |
| High: |
5.85 |
| Low: |
5.85 |
| Previous Close: |
5.45 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.34% |
| 3 Months |
|
|
-15.22% |
| YTD |
|
|
-1.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.85 |
5.45 |
| 6M High / 6M Low: |
6.98 |
3.14 |
| High (YTD): |
2024-02-12 |
6.98 |
| Low (YTD): |
2024-02-15 |
4.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
97.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
