Citi Call 15000 NDX.X 17.05.2024
/ DE000KJ1ZC01
Citi Call 15000 NDX.X 17.05.2024/ DE000KJ1ZC01 /
| 2024-04-09 8:44:34 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 29.81EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
15,000.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
KJ1ZC0 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15,000.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-04-10 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
29.11 |
| Intrinsic value: |
28.91 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.16 |
| Parity: |
28.91 |
| Time value: |
0.93 |
| Break-even: |
17,984.00 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
-0.16 |
| Spread %: |
-0.53% |
| Delta: |
0.93 |
| Theta: |
-12.98 |
| Omega: |
5.58 |
| Rho: |
4.87 |
Quote data
| Open: |
29.81 |
| High: |
29.81 |
| Low: |
29.81 |
| Previous Close: |
30.09 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.79% |
| 3 Months |
|
|
+12.11% |
| YTD |
|
|
+36.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
31.31 |
29.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
33.18 |
| Low (YTD): |
2024-01-05 |
17.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
30.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
