Citi Call 42 CTP2 20.06.2024
/ DE000KH75LR2
Citi Call 42 CTP2 20.06.2024/ DE000KH75LR2 /
| 2024-04-09 9:26:28 AM |
Chg.-0.010 |
Bid1:15:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
COMCAST CORP. A D... |
42.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH75LR |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
COMCAST CORP. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.20 |
| Parity: |
-0.64 |
| Time value: |
0.13 |
| Break-even: |
43.30 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
3.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
7.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-68.18% |
| YTD |
|
|
-65.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.200 |
0.140 |
| 6M High / 6M Low: |
0.560 |
0.140 |
| High (YTD): |
2024-01-31 |
0.560 |
| Low (YTD): |
2024-04-09 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.18% |
| Volatility 6M: |
|
164.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
