Citi Call 170 PGR 20.06.2024
/ DE000KH8JY51
Citi Call 170 PGR 20.06.2024/ DE000KH8JY51 /
| 2024-04-09 9:29:15 AM |
Chg.-0.060 |
Bid3:00:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.010EUR |
-1.47% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
170.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH8JY5 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.25 |
| Parity: |
2.65 |
| Time value: |
1.36 |
| Break-even: |
210.10 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
-0.05 |
| Spread %: |
-1.23% |
| Delta: |
0.73 |
| Theta: |
-0.21 |
| Omega: |
3.59 |
| Rho: |
0.15 |
Quote data
| Open: |
4.020 |
| High: |
4.020 |
| Low: |
4.010 |
| Previous Close: |
4.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.51% |
| 3 Months |
|
|
+125.28% |
| YTD |
|
|
+377.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.140 |
3.730 |
| 6M High / 6M Low: |
4.140 |
0.680 |
| High (YTD): |
2024-04-05 |
4.140 |
| Low (YTD): |
2024-01-02 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.903 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.95% |
| Volatility 6M: |
|
115.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
