Citi Call 360 MCO 16.01.2025
/ DE000KH77BD9
Citi Call 360 MCO 16.01.2025/ DE000KH77BD9 /
| 2024-05-31 12:52:23 PM |
Chg.- |
Bid8:55:01 AM |
Ask8:55:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.62EUR |
- |
-
Bid Size: - |
-
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: |
6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
0.58 |
| Time value: |
5.05 |
| Break-even: |
416.30 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
-0.10 |
| Spread %: |
-1.75% |
| Delta: |
0.61 |
| Theta: |
-0.12 |
| Omega: |
3.98 |
| Rho: |
1.04 |
Quote data
| Open: |
5.58 |
| High: |
5.62 |
| Low: |
5.58 |
| Previous Close: |
5.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.12% |
| 1 Month |
|
|
+15.64% |
| 3 Months |
|
|
+6.64% |
| YTD |
|
|
-6.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.73 |
5.62 |
| 1M High / 1M Low: |
7.00 |
4.86 |
| 6M High / 6M Low: |
7.26 |
4.59 |
| High (YTD): |
2024-02-12 |
7.26 |
| Low (YTD): |
2024-05-02 |
4.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.49% |
| Volatility 6M: |
|
83.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
