Citi Call 37.5 BAC 20.06.2024
/ DE000KH9CV35
Citi Call 37.5 BAC 20.06.2024/ DE000KH9CV35 /
| 2024-04-09 9:30:16 AM |
Chg.-0.020 |
Bid1:30:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
-
Bid Size: - |
-
Ask Size: - |
VERIZON COMM. INC. D... |
37.50 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH9CV3 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.22 |
| Parity: |
-0.14 |
| Time value: |
0.39 |
| Break-even: |
41.40 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.52 |
| Theta: |
-0.05 |
| Omega: |
4.81 |
| Rho: |
0.02 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.30% |
| 3 Months |
|
|
-9.30% |
| YTD |
|
|
+129.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.430 |
0.390 |
| 6M High / 6M Low: |
0.510 |
0.130 |
| High (YTD): |
2024-02-01 |
0.510 |
| Low (YTD): |
2024-01-15 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2.54% |
| Volatility 6M: |
|
172.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
