Citi Put 115 VOW3 19.12.2024
/ DE000KJ24RA9
Citi Put 115 VOW3 19.12.2024/ DE000KJ24RA9 /
| 2024-06-10 9:15:40 AM |
Chg.+0.110 |
Bid8:40:14 PM |
Ask8:40:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+14.29% |
0.810
Bid Size: 7,500 |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
115.00 EUR |
2024-12-19 |
Put |
Master data
| WKN: |
KJ24RA |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
0.24 |
| Time value: |
0.56 |
| Break-even: |
107.00 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-6.60 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.34% |
| 1 Month |
|
|
-12.87% |
| 3 Months |
|
|
-25.42% |
| YTD |
|
|
-42.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.670 |
| 1M High / 1M Low: |
1.010 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-19 |
1.760 |
| Low (YTD): |
2024-05-28 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.818 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
