Citi Call 360 MCO 16.01.2025
/ DE000KH77BD9
Citi Call 360 MCO 16.01.2025/ DE000KH77BD9 /
| 2024-04-30 9:16:41 AM |
Chg.-0.07 |
Bid9:21:07 PM |
Ask9:21:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.69EUR |
-1.47% |
4.46
Bid Size: 35,000 |
-
Ask Size: - |
Moodys Corp |
360.00 - |
2025-01-16 |
Call |
Master data
| WKN: |
KH77BD |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2025-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
-1.04 |
| Time value: |
4.63 |
| Break-even: |
406.30 |
| Moneyness: |
0.97 |
| Premium: |
0.16 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
-0.05 |
| Spread %: |
-1.07% |
| Delta: |
0.56 |
| Theta: |
-0.10 |
| Omega: |
4.26 |
| Rho: |
1.08 |
Quote data
| Open: |
4.69 |
| High: |
4.69 |
| Low: |
4.69 |
| Previous Close: |
4.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.58% |
| 1 Month |
|
|
-19.69% |
| 3 Months |
|
|
-23.86% |
| YTD |
|
|
-21.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.36 |
4.73 |
| 1M High / 1M Low: |
6.30 |
4.62 |
| 6M High / 6M Low: |
7.26 |
2.49 |
| High (YTD): |
2024-02-12 |
7.26 |
| Low (YTD): |
2024-04-17 |
4.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.04% |
| Volatility 6M: |
|
89.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
