Citi Call 2300 AZO 20.06.2024
/ DE000KH2F6E0
Citi Call 2300 AZO 20.06.2024/ DE000KH2F6E0 /
| 2024-05-13 2:33:34 PM |
Chg.-0.100 |
Bid3:12:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.420EUR |
-1.53% |
6.460
Bid Size: 30,000 |
-
Ask Size: - |
AutoZone Inc |
2,300.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH2F6E |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,300.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.76 |
| Intrinsic value: |
4.66 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.20 |
| Parity: |
4.66 |
| Time value: |
1.86 |
| Break-even: |
2,952.00 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.14 |
| Spread %: |
2.19% |
| Delta: |
0.76 |
| Theta: |
-4.32 |
| Omega: |
3.21 |
| Rho: |
1.50 |
Quote data
| Open: |
6.390 |
| High: |
6.420 |
| Low: |
6.380 |
| Previous Close: |
6.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.42% |
| 1 Month |
|
|
-4.46% |
| 3 Months |
|
|
+38.66% |
| YTD |
|
|
+84.48% |
| 1 Year |
|
|
+5.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.600 |
6.290 |
| 1M High / 1M Low: |
6.600 |
6.020 |
| 6M High / 6M Low: |
8.870 |
3.110 |
| High (YTD): |
2024-03-22 |
8.870 |
| Low (YTD): |
2024-01-09 |
3.110 |
| 52W High: |
2024-03-22 |
8.870 |
| 52W Low: |
2024-01-09 |
3.110 |
| Avg. price 1W: |
|
6.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.562 |
| Avg. volume 6M: |
|
116.540 |
| Avg. price 1Y: |
|
4.837 |
| Avg. volume 1Y: |
|
62.692 |
| Volatility 1M: |
|
43.82% |
| Volatility 6M: |
|
93.60% |
| Volatility 1Y: |
|
90.25% |
| Volatility 3Y: |
|
- |
