Citi Put 40500 DJI 20.09.2024
/ DE000KJ4ADN5
Citi Put 40500 DJI 20.09.2024/ DE000KJ4ADN5 /
| 2024-04-09 9:26:44 AM |
Chg.+0.540 |
Bid2:13:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.460EUR |
+3.01% |
-
Bid Size: - |
-
Ask Size: - |
DOW JONES INDUSTRIAL... |
40,500.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
KJ4ADN |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40,500.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-04-10 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-21.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.53 |
| Intrinsic value: |
9.87 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.10 |
| Parity: |
9.87 |
| Time value: |
8.59 |
| Break-even: |
38,654.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.43 |
| Spread %: |
2.38% |
| Delta: |
-0.52 |
| Theta: |
-3.81 |
| Omega: |
-11.18 |
| Rho: |
-80.07 |
Quote data
| Open: |
18.360 |
| High: |
18.490 |
| Low: |
18.360 |
| Previous Close: |
17.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-15.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
