Citi Call 360 MCO 16.01.2025
/ DE000KH77BD9
Citi Call 360 MCO 16.01.2025/ DE000KH77BD9 /
| 5/21/2024 9:00:12 AM |
Chg.-0.05 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.84EUR |
-0.73% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
360.00 - |
1/16/2025 |
Call |
Master data
| WKN: |
KH77BD |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
1/16/2025 |
| Issue date: |
7/19/2023 |
| Last trading day: |
1/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
1.99 |
| Time value: |
4.90 |
| Break-even: |
428.90 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
0.65 |
| Theta: |
-0.13 |
| Omega: |
3.61 |
| Rho: |
1.18 |
Quote data
| Open: |
6.84 |
| High: |
6.84 |
| Low: |
6.84 |
| Previous Close: |
6.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.73% |
| 1 Month |
|
|
+45.22% |
| 3 Months |
|
|
+34.38% |
| YTD |
|
|
+14.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.90 |
5.81 |
| 1M High / 1M Low: |
6.90 |
4.59 |
| 6M High / 6M Low: |
7.26 |
4.49 |
| High (YTD): |
2/12/2024 |
7.26 |
| Low (YTD): |
5/2/2024 |
4.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.05% |
| Volatility 6M: |
|
82.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
