Citi Call 74 BNR 20.06.2024
/ DE000KH7BQ76
Citi Call 74 BNR 20.06.2024/ DE000KH7BQ76 /
| 2024-04-09 9:23:34 AM |
Chg.-0.030 |
Bid2:48:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
74.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH7BQ7 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.05 |
| Break-even: |
78.20 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.03 |
| Spread %: |
-6.67% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
16.74 |
| Rho: |
0.07 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.420 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-51.72% |
| YTD |
|
|
-65.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.360 |
0.420 |
| High (YTD): |
2024-03-01 |
1.360 |
| Low (YTD): |
2024-04-09 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.941 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
111.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
