Citi Call 70 AEP 15.01.2026
/ DE000KJ2HUB3
Citi Call 70 AEP 15.01.2026/ DE000KJ2HUB3 /
| 19/06/2024 09:16:23 |
Chg.0.00 |
Bid15:45:00 |
Ask15:45:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
0.00% |
1.96
Bid Size: 20,000 |
-
Ask Size: - |
American Electric Po... |
70.00 USD |
15/01/2026 |
Call |
Master data
| WKN: |
KJ2HUB |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
15/01/2026 |
| Issue date: |
06/12/2023 |
| Last trading day: |
14/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.19 |
| Parity: |
1.63 |
| Time value: |
0.38 |
| Break-even: |
85.28 |
| Moneyness: |
1.25 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
1.52% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.93 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.86% |
| 1 Month |
|
|
-18.11% |
| 3 Months |
|
|
+25.16% |
| YTD |
|
|
+33.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.99 |
| 1M High / 1M Low: |
2.47 |
1.98 |
| 6M High / 6M Low: |
2.47 |
1.19 |
| High (YTD): |
21/05/2024 |
2.47 |
| Low (YTD): |
09/02/2024 |
1.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
48 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.29% |
| Volatility 6M: |
|
68.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
