Citi Call 360 MCO 16.01.2025
/ DE000KH77BD9
Citi Call 360 MCO 16.01.2025/ DE000KH77BD9 /
| 2024-06-11 10:57:21 AM |
Chg.+0.030 |
Bid11:07:45 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.040EUR |
+0.50% |
6.050
Bid Size: 8,700 |
-
Ask Size: - |
Moodys Corp |
360.00 - |
2025-01-16 |
Call |
Master data
| WKN: |
KH77BD |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2025-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
1.34 |
| Time value: |
4.76 |
| Break-even: |
421.00 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.13 |
| Omega: |
3.88 |
| Rho: |
1.05 |
Quote data
| Open: |
6.050 |
| High: |
6.090 |
| Low: |
6.040 |
| Previous Close: |
6.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.73% |
| 1 Month |
|
|
-2.89% |
| 3 Months |
|
|
+5.41% |
| YTD |
|
|
+1.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.540 |
6.010 |
| 1M High / 1M Low: |
7.130 |
5.630 |
| 6M High / 6M Low: |
7.150 |
4.360 |
| High (YTD): |
2024-02-12 |
7.150 |
| Low (YTD): |
2024-05-02 |
4.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.748 |
| Avg. volume 6M: |
|
1.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.06% |
| Volatility 6M: |
|
85.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
