Citi Call 35500 DJI 21.06.2024
/ DE000KJ0U782
Citi Call 35500 DJI 21.06.2024/ DE000KJ0U782 /
| 2024-04-09 9:32:29 AM |
Chg.-0.020 |
Bid2:12:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
-0.55% |
-
Bid Size: - |
-
Ask Size: - |
DOW JONES INDUSTRIAL... |
35,500.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
KJ0U78 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35,500.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-04-10 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.10 |
| Parity: |
2.32 |
| Time value: |
1.34 |
| Break-even: |
39,160.00 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-21.64 |
| Omega: |
7.26 |
| Rho: |
32.03 |
Quote data
| Open: |
3.610 |
| High: |
3.610 |
| Low: |
3.600 |
| Previous Close: |
3.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.01% |
| 3 Months |
|
|
-1.10% |
| YTD |
|
|
+13.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.880 |
3.550 |
| 6M High / 6M Low: |
4.460 |
1.040 |
| High (YTD): |
2024-03-21 |
4.460 |
| Low (YTD): |
2024-01-17 |
2.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.967 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.98% |
| Volatility 6M: |
|
80.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
