Citi Call 360 VX1 15.01.2026
/ DE000KJ2KFA0
Citi Call 360 VX1 15.01.2026/ DE000KJ2KFA0 /
| 2024-04-09 8:28:58 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.98EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
360.00 - |
2026-01-15 |
Call |
Master data
| WKN: |
KJ2KFA |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2026-01-15 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.87 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
1.12 |
| Time value: |
8.99 |
| Break-even: |
461.10 |
| Moneyness: |
1.03 |
| Premium: |
0.24 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.08 |
| Omega: |
2.49 |
| Rho: |
2.58 |
Quote data
| Open: |
9.98 |
| High: |
9.98 |
| Low: |
9.98 |
| Previous Close: |
10.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.44% |
| 3 Months |
|
|
-16.35% |
| YTD |
|
|
-1.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.23 |
9.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-22 |
13.24 |
| Low (YTD): |
2024-04-09 |
9.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
