Citi Call 2900 AZO 20.06.2024
/ DE000KH2F6L5
Citi Call 2900 AZO 20.06.2024/ DE000KH2F6L5 /
2024-04-09 9:24:28 AM |
Chg.-0.060 |
Bid3:00:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.590EUR |
-2.26% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,900.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KH2F6L |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-01-20 |
Last trading day: |
2024-04-10 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.87 |
Historic volatility: |
0.20 |
Parity: |
-1.34 |
Time value: |
2.59 |
Break-even: |
3,159.00 |
Moneyness: |
0.95 |
Premium: |
0.14 |
Premium p.a.: |
2.58 |
Spread abs.: |
-0.03 |
Spread %: |
-1.15% |
Delta: |
0.49 |
Theta: |
-4.20 |
Omega: |
5.29 |
Rho: |
1.16 |
Quote data
Open: |
2.600 |
High: |
2.600 |
Low: |
2.590 |
Previous Close: |
2.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+123.28% |
YTD |
|
|
+280.88% |
1 Year |
|
|
-5.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
3.890 |
0.520 |
High (YTD): |
2024-03-22 |
3.890 |
Low (YTD): |
2024-01-11 |
0.520 |
52W High: |
2024-03-22 |
3.890 |
52W Low: |
2024-01-11 |
0.520 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
1.678 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.482 |
Avg. volume 1Y: |
|
2.424 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
208.81% |
Volatility 1Y: |
|
175.96% |
Volatility 3Y: |
|
- |