Citi Call 165 PEP 20.06.2024
/ DE000KJ0EN38
Citi Call 165 PEP 20.06.2024/ DE000KJ0EN38 /
| 2024-04-23 7:37:27 PM |
Chg.-0.330 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-26.19% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
165.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KJ0EN3 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-04-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
0.32 |
| Time value: |
0.61 |
| Break-even: |
174.30 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.09 |
| Spread %: |
10.71% |
| Delta: |
0.60 |
| Theta: |
-0.14 |
| Omega: |
10.87 |
| Rho: |
0.07 |
Quote data
| Open: |
1.170 |
| High: |
1.220 |
| Low: |
0.900 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+10.71% |
| YTD |
|
|
-15.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.930 |
0.930 |
| 6M High / 6M Low: |
1.390 |
0.530 |
| High (YTD): |
2024-01-03 |
1.390 |
| Low (YTD): |
2024-03-07 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.935 |
| Avg. volume 6M: |
|
3.846 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
175.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
