Citi Call 380 MCO 20.06.2024
/ DE000KH77A49
Citi Call 380 MCO 20.06.2024/ DE000KH77A49 /
| 2024-04-09 8:26:29 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
- |
-
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: |
11.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.18 |
| Parity: |
-2.91 |
| Time value: |
3.00 |
| Break-even: |
410.00 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.06 |
| Spread %: |
2.04% |
| Delta: |
0.46 |
| Theta: |
-0.39 |
| Omega: |
5.34 |
| Rho: |
0.19 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
3.00 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
-4.15% |
| YTD |
|
|
-12.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.00 |
2.66 |
| 6M High / 6M Low: |
4.18 |
0.79 |
| High (YTD): |
2024-02-08 |
4.18 |
| Low (YTD): |
2024-02-15 |
1.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.19% |
| Volatility 6M: |
|
148.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
