Citi Call 160 AP2 16.01.2025
/ DE000KH7YSA5
Citi Call 160 AP2 16.01.2025/ DE000KH7YSA5 /
| 2024-04-09 8:46:45 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.74EUR |
- |
-
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: |
5.74 |
| High: |
5.74 |
| Low: |
5.74 |
| Previous Close: |
5.61 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.68% |
| 3 Months |
|
|
+105.73% |
| YTD |
|
|
+120.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.80 |
5.33 |
| 6M High / 6M Low: |
6.10 |
1.39 |
| High (YTD): |
2024-03-08 |
6.10 |
| Low (YTD): |
2024-01-10 |
1.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.65% |
| Volatility 6M: |
|
133.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
