Citi Call 46 1COV 20.06.2024
/ DE000KH6PT94
Citi Call 46 1COV 20.06.2024/ DE000KH6PT94 /
| 5/17/2024 6:14:29 PM |
Chg.+0.010 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+2.22% |
-
Bid Size: - |
-
Ask Size: - |
COVESTRO AG O.N. |
46.00 - |
6/20/2024 |
Call |
Master data
| WKN: |
KH6PT9 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
COVESTRO AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
6/20/2024 |
| Issue date: |
6/8/2023 |
| Last trading day: |
6/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.28 |
| Parity: |
0.24 |
| Time value: |
0.22 |
| Break-even: |
50.60 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
-0.01 |
| Spread %: |
-2.13% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
6.89 |
| Rho: |
0.02 |
Quote data
| Open: |
0.430 |
| High: |
0.460 |
| Low: |
0.420 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.36% |
| 1 Month |
|
|
-32.35% |
| 3 Months |
|
|
-17.86% |
| YTD |
|
|
-53.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.450 |
| 1M High / 1M Low: |
0.620 |
0.450 |
| 6M High / 6M Low: |
1.140 |
0.450 |
| High (YTD): |
1/4/2024 |
0.970 |
| Low (YTD): |
5/16/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.29% |
| Volatility 6M: |
|
132.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
