Citi Call 86 BNR 20.06.2024
/ DE000KH6PSE7
Citi Call 86 BNR 20.06.2024/ DE000KH6PSE7 /
2024-04-09 9:33:19 AM |
Chg.-0.001 |
Bid2:58:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
-2.13% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
86.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KH6PSE |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
86.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-06-08 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
169.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-0.83 |
Time value: |
0.05 |
Break-even: |
86.46 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
1.64 |
Spread abs.: |
-0.01 |
Spread %: |
-11.54% |
Delta: |
0.14 |
Theta: |
-0.02 |
Omega: |
23.66 |
Rho: |
0.01 |
Quote data
Open: |
0.044 |
High: |
0.046 |
Low: |
0.044 |
Previous Close: |
0.047 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-80.83% |
YTD |
|
|
-90.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
0.530 |
0.046 |
High (YTD): |
2024-03-01 |
0.530 |
Low (YTD): |
2024-04-09 |
0.046 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
0.300 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
195.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |