Citi Call 420 MCO 20.06.2024
/ DE000KH77A64
Citi Call 420 MCO 20.06.2024/ DE000KH77A64 /
| 2024-04-09 9:22:23 AM |
Chg.+0.020 |
Bid2:53:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+1.77% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
420.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH77A6 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.18 |
| Parity: |
-5.35 |
| Time value: |
1.10 |
| Break-even: |
431.00 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
2.96 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.28 |
| Theta: |
-0.28 |
| Omega: |
9.26 |
| Rho: |
0.11 |
Quote data
| Open: |
1.150 |
| High: |
1.150 |
| Low: |
1.150 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.77% |
| 3 Months |
|
|
-36.46% |
| YTD |
|
|
-29.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.150 |
1.130 |
| 6M High / 6M Low: |
2.090 |
0.600 |
| High (YTD): |
2024-02-12 |
2.090 |
| Low (YTD): |
2024-02-14 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.190 |
| Avg. volume 6M: |
|
359.505 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
184.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
