Citi Call 16.5 VALE 19.12.2024
/ DE000KJ2VLC1
Citi Call 16.5 VALE 19.12.2024/ DE000KJ2VLC1 /
2024-05-31 12:53:01 PM |
Chg.+0.020 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+18.18% |
- Bid Size: - |
- Ask Size: - |
Vale SA |
16.50 USD |
2024-12-19 |
Call |
Master data
WKN: |
KJ2VLC |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Vale SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.50 USD |
Maturity: |
2024-12-19 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
86.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-4.05 |
Time value: |
0.13 |
Break-even: |
15.36 |
Moneyness: |
0.73 |
Premium: |
0.37 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.12 |
Theta: |
0.00 |
Omega: |
10.09 |
Rho: |
0.01 |
Quote data
Open: |
0.100 |
High: |
0.130 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.75% |
1 Month |
|
|
-48.00% |
3 Months |
|
|
-65.79% |
YTD |
|
|
-91.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.110 |
1M High / 1M Low: |
0.270 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-02 |
1.460 |
Low (YTD): |
2024-05-30 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.203 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
257.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |