Citi Call 65 CVS 20.06.2024
/ DE000KH9CFF3
Citi Call 65 CVS 20.06.2024/ DE000KH9CFF3 /
| 2024-04-09 8:18:24 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CVS HEALTH CORP. D... |
65.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH9CFF |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
CVS HEALTH CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.80 |
| Historic volatility: |
0.27 |
| Parity: |
-1.31 |
| Time value: |
0.92 |
| Break-even: |
74.20 |
| Moneyness: |
0.80 |
| Premium: |
0.43 |
| Premium p.a.: |
14.95 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.08% |
| Delta: |
0.49 |
| Theta: |
-0.14 |
| Omega: |
2.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.16% |
| 3 Months |
|
|
-8.91% |
| YTD |
|
|
-34.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.950 |
0.900 |
| 6M High / 6M Low: |
1.610 |
0.660 |
| High (YTD): |
2024-01-05 |
1.610 |
| Low (YTD): |
2024-01-25 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.33% |
| Volatility 6M: |
|
120.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
