Citi Call 380 MCO 20.06.2024
/ DE000KH77A49
Citi Call 380 MCO 20.06.2024/ DE000KH77A49 /
2024-04-09 9:27:52 AM |
Chg.+0.050 |
Bid3:00:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.000EUR |
+1.69% |
- Bid Size: - |
- Ask Size: - |
Moodys Corp |
380.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KH77A4 |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.81 |
Historic volatility: |
0.18 |
Parity: |
-3.21 |
Time value: |
2.95 |
Break-even: |
409.50 |
Moneyness: |
0.92 |
Premium: |
0.18 |
Premium p.a.: |
2.37 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.45 |
Theta: |
-0.43 |
Omega: |
5.29 |
Rho: |
0.17 |
Quote data
Open: |
3.010 |
High: |
3.010 |
Low: |
3.000 |
Previous Close: |
2.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.29% |
3 Months |
|
|
-20.84% |
YTD |
|
|
-11.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.000 |
2.720 |
6M High / 6M Low: |
4.110 |
1.180 |
High (YTD): |
2024-02-12 |
4.110 |
Low (YTD): |
2024-02-14 |
1.780 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.873 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.707 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.80% |
Volatility 6M: |
|
137.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |