Citi Call 340 VX1 15.01.2026
/ DE000KJ2KF87
Citi Call 340 VX1 15.01.2026/ DE000KJ2KF87 /
2024-04-09 8:28:56 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.12EUR |
- |
- Bid Size: - |
- Ask Size: - |
VERTEX PHARMAC. D... |
340.00 - |
2026-01-15 |
Call |
Master data
WKN: |
KJ2KF8 |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
VERTEX PHARMAC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 - |
Maturity: |
2026-01-15 |
Issue date: |
2023-12-07 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.03 |
Intrinsic value: |
3.12 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
3.12 |
Time value: |
8.13 |
Break-even: |
452.50 |
Moneyness: |
1.09 |
Premium: |
0.22 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.71 |
Theta: |
-0.08 |
Omega: |
2.35 |
Rho: |
2.60 |
Quote data
Open: |
11.12 |
High: |
11.12 |
Low: |
11.12 |
Previous Close: |
11.32 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-8.85% |
3 Months |
|
|
-15.63% |
YTD |
|
|
-1.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
12.44 |
11.12 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-22 |
14.45 |
Low (YTD): |
2024-04-09 |
11.12 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
11.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |