Citi Call 160 AP2 16.01.2025
/ DE000KH7YSA5
Citi Call 160 AP2 16.01.2025/ DE000KH7YSA5 /
2024-04-09 9:34:37 AM |
Chg.+0.020 |
Bid3:17:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.740EUR |
+0.35% |
- Bid Size: - |
- Ask Size: - |
APPLIED MATERIALS IN... |
160.00 - |
2025-01-16 |
Call |
Master data
WKN: |
KH7YSA |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
APPLIED MATERIALS INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
2025-01-16 |
Issue date: |
2023-07-10 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.14 |
Intrinsic value: |
3.16 |
Implied volatility: |
0.65 |
Historic volatility: |
0.31 |
Parity: |
3.16 |
Time value: |
2.66 |
Break-even: |
218.20 |
Moneyness: |
1.20 |
Premium: |
0.14 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.74 |
Theta: |
-0.07 |
Omega: |
2.45 |
Rho: |
0.60 |
Quote data
Open: |
5.740 |
High: |
5.760 |
Low: |
5.740 |
Previous Close: |
5.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+5.51% |
3 Months |
|
|
+108.73% |
YTD |
|
|
+119.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.760 |
5.370 |
6M High / 6M Low: |
6.190 |
1.500 |
High (YTD): |
2024-03-07 |
6.190 |
Low (YTD): |
2024-01-11 |
1.830 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.620 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.398 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.97% |
Volatility 6M: |
|
127.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |