Citi Call 70 CVS 20.06.2024
/ DE000KH75M54
Citi Call 70 CVS 20.06.2024/ DE000KH75M54 /
2024-04-09 8:07:46 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
- |
- Bid Size: - |
- Ask Size: - |
CVS HEALTH CORP. D... |
70.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KH75M5 |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
CVS HEALTH CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-07-18 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.48 |
Historic volatility: |
0.27 |
Parity: |
-1.81 |
Time value: |
0.57 |
Break-even: |
75.70 |
Moneyness: |
0.74 |
Premium: |
0.46 |
Premium p.a.: |
17.63 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.39 |
Theta: |
-0.11 |
Omega: |
3.52 |
Rho: |
0.02 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-5.00% |
3 Months |
|
|
-18.57% |
YTD |
|
|
-45.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.600 |
0.560 |
6M High / 6M Low: |
1.230 |
0.420 |
High (YTD): |
2024-01-05 |
1.230 |
Low (YTD): |
2024-04-03 |
0.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.580 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.746 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.28% |
Volatility 6M: |
|
151.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |