Citi Call 170 PGR 20.06.2024
/ DE000KH8JY51
Citi Call 170 PGR 20.06.2024/ DE000KH8JY51 /
| 2024-04-09 8:18:59 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
- |
-
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: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
4.13 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.77% |
| 3 Months |
|
|
+128.41% |
| YTD |
|
|
+378.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.16 |
3.73 |
| 6M High / 6M Low: |
4.16 |
0.67 |
| High (YTD): |
2024-04-02 |
4.16 |
| Low (YTD): |
2024-01-02 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.10% |
| Volatility 6M: |
|
121.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
