Citi Call 245 PGR 16.01.2025
/ DE000KJ34832
Citi Call 245 PGR 16.01.2025/ DE000KJ34832 /
| 2024-04-09 9:29:28 AM |
Chg.-0.040 |
Bid3:16:24 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-3.57% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
245.00 - |
2025-01-16 |
Call |
Master data
| WKN: |
KJ3483 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 - |
| Maturity: |
2025-01-16 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-5.07 |
| Time value: |
1.08 |
| Break-even: |
255.80 |
| Moneyness: |
0.79 |
| Premium: |
0.32 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.92% |
| Delta: |
0.32 |
| Theta: |
-0.05 |
| Omega: |
5.68 |
| Rho: |
0.36 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.080 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.93% |
| 3 Months |
|
|
+272.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.200 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
