Citi Call 140 PGR 14.09.2023
/ DE000KG3KX80
Citi Call 140 PGR 14.09.2023/ DE000KG3KX80 /
| 3/23/2023 9:29:35 AM |
Chg.-0.120 |
Bid10:10:32 AM |
Ask10:10:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-10.08% |
1.060
Bid Size: 37,500 |
1.110
Ask Size: 37,500 |
Progressive Corp |
140.00 - |
9/14/2023 |
Call |
Master data
| WKN: |
KG3KX8 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
9/14/2023 |
| Issue date: |
5/24/2022 |
| Last trading day: |
9/13/2023 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
-1.42 |
| Time value: |
1.14 |
| Break-even: |
151.40 |
| Moneyness: |
0.90 |
| Premium: |
0.20 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.05 |
| Spread %: |
4.39% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.050 |
| High: |
1.070 |
| Low: |
1.050 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.19% |
| 1 Month |
|
|
-24.65% |
| 3 Months |
|
|
+11.46% |
| YTD |
|
|
+11.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.190 |
| 1M High / 1M Low: |
1.580 |
1.120 |
| 6M High / 6M Low: |
1.580 |
0.630 |
| High (YTD): |
3/6/2023 |
1.580 |
| Low (YTD): |
1/24/2023 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.61% |
| Volatility 6M: |
|
144.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |