Citi Call 46 MOR 19.12.2024
/ DE000KJ2YH06
Citi Call 46 MOR 19.12.2024/ DE000KJ2YH06 /
| 2024-06-04 10:12:44 AM |
Chg.-0.010 |
Bid2024-06-04 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
-0.36% |
2.800
Bid Size: 15,000 |
-
Ask Size: - |
MORPHOSYS AG O.N. |
46.00 EUR |
2024-12-19 |
Call |
Master data
| WKN: |
KJ2YH0 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
MORPHOSYS AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.79 |
| Parity: |
2.27 |
| Time value: |
0.55 |
| Break-even: |
74.10 |
| Moneyness: |
1.49 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
2.06 |
| Rho: |
0.16 |
Quote data
| Open: |
2.800 |
| High: |
2.800 |
| Low: |
2.800 |
| Previous Close: |
2.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.72% |
| 1 Month |
|
|
+3.32% |
| 3 Months |
|
|
+18.14% |
| YTD |
|
|
+366.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.780 |
| 1M High / 1M Low: |
2.980 |
2.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
2.980 |
| Low (YTD): |
2024-01-12 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.798 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
