Citi Call 24 LXS 20.06.2024
/ DE000KJ0NCG2
Citi Call 24 LXS 20.06.2024/ DE000KJ0NCG2 /
2024-04-09 9:17:37 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
- |
- Bid Size: - |
- Ask Size: - |
LANXESS AG |
24.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KJ0NCG |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-10-13 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.72 |
Historic volatility: |
0.37 |
Parity: |
0.18 |
Time value: |
0.20 |
Break-even: |
27.80 |
Moneyness: |
1.07 |
Premium: |
0.08 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.66 |
Theta: |
-0.03 |
Omega: |
4.48 |
Rho: |
0.02 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+76.19% |
3 Months |
|
|
-11.90% |
YTD |
|
|
-41.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.450 |
0.190 |
6M High / 6M Low: |
0.650 |
0.120 |
High (YTD): |
2024-01-02 |
0.590 |
Low (YTD): |
2024-03-05 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.341 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.324 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
370.37% |
Volatility 6M: |
|
238.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |