Citi Call 105 6MK 19.09.2024
/ DE000KH76548
Citi Call 105 6MK 19.09.2024/ DE000KH76548 /
| 2024-04-09 8:26:23 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
105.00 - |
2024-09-19 |
Call |
Master data
| WKN: |
KH7654 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-09-19 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.16 |
| Parity: |
1.52 |
| Time value: |
0.69 |
| Break-even: |
127.10 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
4.11 |
| Rho: |
0.26 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-13.67% |
| 3 Months |
|
|
-0.90% |
| YTD |
|
|
+121.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.56 |
2.21 |
| 6M High / 6M Low: |
2.74 |
0.60 |
| High (YTD): |
2024-03-28 |
2.74 |
| Low (YTD): |
2024-01-02 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
166.67 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.00% |
| Volatility 6M: |
|
96.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
