Citi Call 21 ARRD 20.06.2024
/ DE000KJ0VGR3
Citi Call 21 ARRD 20.06.2024/ DE000KJ0VGR3 /
| 2024-04-09 8:29:10 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.76EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
21.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KJ0VGR |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-04-10 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.26 |
| Parity: |
2.47 |
| Time value: |
2.51 |
| Break-even: |
25.98 |
| Moneyness: |
1.12 |
| Premium: |
0.11 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
-0.13 |
| Spread %: |
-2.54% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
3.24 |
| Rho: |
0.01 |
Quote data
| Open: |
4.76 |
| High: |
4.76 |
| Low: |
4.76 |
| Previous Close: |
4.43 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
-13.14% |
| YTD |
|
|
-16.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.90 |
4.43 |
| 6M High / 6M Low: |
6.12 |
2.03 |
| High (YTD): |
2024-02-12 |
6.12 |
| Low (YTD): |
2024-03-06 |
2.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.64% |
| Volatility 6M: |
|
103.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
