Citi Call 80 AEP 19.12.2024
/ DE000KH8JE14
Citi Call 80 AEP 19.12.2024/ DE000KH8JE14 /
| 2024-06-24 9:11:44 AM |
Chg.-0.050 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-5.21% |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
80.00 USD |
2024-12-19 |
Call |
Master data
| WKN: |
KH8JE1 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.66 |
| Time value: |
0.30 |
| Break-even: |
84.45 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
4.35% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
6.58 |
| Rho: |
0.26 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-21.55% |
| 3 Months |
|
|
+26.39% |
| YTD |
|
|
+26.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.910 |
| 1M High / 1M Low: |
1.200 |
0.910 |
| 6M High / 6M Low: |
1.450 |
0.430 |
| High (YTD): |
2024-05-21 |
1.450 |
| Low (YTD): |
2024-02-09 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.843 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.52% |
| Volatility 6M: |
|
122.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
