Citi Call 320 MCO 16.01.2025
/ DE000KJ0EM54
Citi Call 320 MCO 16.01.2025/ DE000KJ0EM54 /
| 2024-04-09 10:12:16 AM |
Chg.+0.040 |
Bid3:17:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.890EUR |
+0.45% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
320.00 - |
2025-01-16 |
Call |
Master data
| WKN: |
KJ0EM5 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.50 |
| Intrinsic value: |
2.96 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.18 |
| Parity: |
2.96 |
| Time value: |
5.88 |
| Break-even: |
408.40 |
| Moneyness: |
1.09 |
| Premium: |
0.17 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.14 |
| Omega: |
2.71 |
| Rho: |
1.08 |
Quote data
| Open: |
8.960 |
| High: |
8.960 |
| Low: |
8.890 |
| Previous Close: |
8.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.37% |
| 3 Months |
|
|
-0.45% |
| YTD |
|
|
+4.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.890 |
8.550 |
| 6M High / 6M Low: |
9.880 |
4.020 |
| High (YTD): |
2024-02-12 |
9.880 |
| Low (YTD): |
2024-02-14 |
6.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.747 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.47% |
| Volatility 6M: |
|
69.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
