Citi Call 75 BNR 20.06.2024
/ DE000KH2BX07
Citi Call 75 BNR 20.06.2024/ DE000KH2BX07 /
| 2024-04-09 9:26:54 AM |
Chg.-0.020 |
Bid2:58:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
75.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH2BX0 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-01-18 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.27 |
| Time value: |
0.10 |
| Break-even: |
78.70 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
-0.02 |
| Spread %: |
-5.13% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
16.05 |
| Rho: |
0.06 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-53.75% |
| YTD |
|
|
-67.54% |
| 1 Year |
|
|
-66.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.280 |
0.370 |
| High (YTD): |
2024-03-01 |
1.280 |
| Low (YTD): |
2024-04-09 |
0.370 |
| 52W High: |
2024-03-01 |
1.280 |
| 52W Low: |
2024-04-09 |
0.370 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.870 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.798 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
114.61% |
| Volatility 1Y: |
|
104.95% |
| Volatility 3Y: |
|
- |
