Citi Call 3100 AZO 20.06.2024
/ DE000KH2F6N1
Citi Call 3100 AZO 20.06.2024/ DE000KH2F6N1 /
2024-04-09 9:20:00 AM |
Chg.-0.050 |
Bid3:00:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.490EUR |
-3.25% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,100.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KH2F6N |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-01-20 |
Last trading day: |
2024-04-10 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.20 |
Parity: |
-3.34 |
Time value: |
1.49 |
Break-even: |
3,249.00 |
Moneyness: |
0.89 |
Premium: |
0.17 |
Premium p.a.: |
3.34 |
Spread abs.: |
-0.02 |
Spread %: |
-1.32% |
Delta: |
0.37 |
Theta: |
-3.24 |
Omega: |
6.85 |
Rho: |
0.96 |
Quote data
Open: |
1.500 |
High: |
1.500 |
Low: |
1.490 |
Previous Close: |
1.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+181.13% |
YTD |
|
|
+338.24% |
1 Year |
|
|
-23.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
2.530 |
0.210 |
High (YTD): |
2024-03-22 |
2.530 |
Low (YTD): |
2024-01-15 |
0.210 |
52W High: |
2024-03-22 |
2.530 |
52W Low: |
2024-01-15 |
0.210 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
0.952 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.884 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
293.69% |
Volatility 1Y: |
|
232.97% |
Volatility 3Y: |
|
- |