Citi Call 82 BNR 20.06.2024
/ DE000KH6PSC1
Citi Call 82 BNR 20.06.2024/ DE000KH6PSC1 /
| 4/9/2024 9:31:48 AM |
Chg.-0.010 |
Bid2:48:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
82.00 - |
6/20/2024 |
Call |
Master data
| WKN: |
KH6PSC |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 - |
| Maturity: |
6/20/2024 |
| Issue date: |
6/8/2023 |
| Last trading day: |
4/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
63.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-0.57 |
| Time value: |
0.12 |
| Break-even: |
83.20 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
17.09 |
| Rho: |
0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-71.79% |
| YTD |
|
|
-83.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.110 |
0.110 |
| 6M High / 6M Low: |
0.760 |
0.110 |
| High (YTD): |
3/1/2024 |
0.760 |
| Low (YTD): |
4/9/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.460 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
164.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
