Citi Put 82 BNR 20.06.2024
/ DE000KJ2Y046
Citi Put 82 BNR 20.06.2024/ DE000KJ2Y046 /
| 09/04/2024 08:26:49 |
Chg.- |
Bid22:00:17 |
Ask22:00:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
82.00 - |
20/06/2024 |
Put |
Master data
| WKN: |
KJ2Y04 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 - |
| Maturity: |
20/06/2024 |
| Issue date: |
20/12/2023 |
| Last trading day: |
10/04/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.17 |
| Parity: |
0.57 |
| Time value: |
0.33 |
| Break-even: |
73.00 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
-0.60 |
| Theta: |
-0.06 |
| Omega: |
-5.11 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
+72.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.880 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/04/2024 |
0.880 |
| Low (YTD): |
01/03/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
