Citi Call 360 MCO 20.06.2024
/ DE000KH77A31
Citi Call 360 MCO 20.06.2024/ DE000KH77A31 /
| 09/04/2024 08:26:29 |
Chg.- |
Bid22:00:17 |
Ask22:00:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.33EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
360.00 - |
20/06/2024 |
Call |
Master data
| WKN: |
KH77A3 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
20/06/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
10/04/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.18 |
| Parity: |
0.84 |
| Time value: |
3.39 |
| Break-even: |
402.30 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.59 |
| Theta: |
-0.46 |
| Omega: |
5.17 |
| Rho: |
0.20 |
Quote data
| Open: |
4.33 |
| High: |
4.33 |
| Low: |
4.33 |
| Previous Close: |
3.97 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-13.92% |
| YTD |
|
|
-6.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.33 |
4.33 |
| 6M High / 6M Low: |
5.54 |
2.31 |
| High (YTD): |
08/02/2024 |
5.54 |
| Low (YTD): |
15/02/2024 |
2.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
115.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
