Citi Call 150 PGR 20.06.2024
/ DE000KH78LG9
Citi Call 150 PGR 20.06.2024/ DE000KH78LG9 /
| 16/05/2024 09:17:31 |
Chg.-0.40 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.50EUR |
-6.78% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
150.00 USD |
20/06/2024 |
Call |
Master data
| WKN: |
KH78LG |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.49 |
| Intrinsic value: |
5.44 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.24 |
| Parity: |
5.44 |
| Time value: |
0.46 |
| Break-even: |
196.76 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.38 |
| Spread %: |
6.88% |
| Delta: |
0.88 |
| Theta: |
-0.19 |
| Omega: |
2.88 |
| Rho: |
0.11 |
Quote data
| Open: |
5.50 |
| High: |
5.50 |
| Low: |
5.50 |
| Previous Close: |
5.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.29% |
| 1 Month |
|
|
-0.72% |
| 3 Months |
|
|
+36.48% |
| YTD |
|
|
+212.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.24 |
5.84 |
| 1M High / 1M Low: |
6.32 |
5.44 |
| 6M High / 6M Low: |
6.32 |
1.48 |
| High (YTD): |
22/04/2024 |
6.32 |
| Low (YTD): |
02/01/2024 |
1.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.81 |
| Avg. volume 6M: |
|
123.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.38% |
| Volatility 6M: |
|
88.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
