Citi Call 180 PGR 19.12.2024
/ DE000KH8JY69
Citi Call 180 PGR 19.12.2024/ DE000KH8JY69 /
| 2024-04-09 9:27:49 AM |
Chg.-0.040 |
Bid3:16:24 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.040EUR |
-0.98% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
180.00 - |
2024-12-19 |
Call |
Master data
| WKN: |
KH8JY6 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
1.65 |
| Time value: |
2.39 |
| Break-even: |
220.40 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.07 |
| Omega: |
3.33 |
| Rho: |
0.61 |
Quote data
| Open: |
4.040 |
| High: |
4.040 |
| Low: |
4.040 |
| Previous Close: |
4.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.88% |
| 3 Months |
|
|
+104.04% |
| YTD |
|
|
+270.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.190 |
3.780 |
| 6M High / 6M Low: |
4.190 |
0.910 |
| High (YTD): |
2024-04-03 |
4.190 |
| Low (YTD): |
2024-01-02 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.105 |
| Avg. volume 6M: |
|
221.321 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.03% |
| Volatility 6M: |
|
97.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
