Citi Call 480 VRTX 19.12.2024
/ DE000KH8AXN6
Citi Call 480 VRTX 19.12.2024/ DE000KH8AXN6 /
| 2024-06-21 9:03:10 AM |
Chg.+0.16 |
Bid2:13:03 PM |
Ask2:13:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.52EUR |
+4.76% |
3.58
Bid Size: 10,000 |
-
Ask Size: - |
Vertex Pharmaceutica... |
480.00 USD |
2024-12-19 |
Call |
Master data
| WKN: |
KH8AXN |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-0.81 |
| Time value: |
3.56 |
| Break-even: |
483.95 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.54 |
| Theta: |
-0.12 |
| Omega: |
6.68 |
| Rho: |
1.00 |
Quote data
| Open: |
3.52 |
| High: |
3.52 |
| Low: |
3.52 |
| Previous Close: |
3.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.09% |
| 1 Month |
|
|
+34.35% |
| 3 Months |
|
|
+61.47% |
| YTD |
|
|
+53.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.18 |
3.31 |
| 1M High / 1M Low: |
4.52 |
2.25 |
| 6M High / 6M Low: |
4.52 |
1.17 |
| High (YTD): |
2024-06-07 |
4.52 |
| Low (YTD): |
2024-04-30 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.42 |
| Avg. volume 1M: |
|
8.70 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
1.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.30% |
| Volatility 6M: |
|
138.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
