Citi Call 65 RIO 16.01.2025
/ DE000KJ3FAU7
Citi Call 65 RIO 16.01.2025/ DE000KJ3FAU7 /
| 2024-06-07 7:33:03 PM |
Chg.-0.080 |
Bid9:57:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-11.11% |
0.640
Bid Size: 7,500 |
-
Ask Size: - |
Rio Tinto Plc |
65.00 USD |
2025-01-16 |
Call |
Master data
| WKN: |
KJ3FAU |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Rio Tinto Plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-01-16 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2025-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
0.28 |
| Time value: |
0.36 |
| Break-even: |
66.58 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
6.77 |
| Rho: |
0.22 |
Quote data
| Open: |
0.700 |
| High: |
0.710 |
| Low: |
0.630 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.67% |
| 1 Month |
|
|
-17.95% |
| 3 Months |
|
|
+28.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.630 |
| 1M High / 1M Low: |
1.060 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
1,000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
1,721.565 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
