Citi Call 400 VRTX 20.06.2024
/ DE000KH8AW52
Citi Call 400 VRTX 20.06.2024/ DE000KH8AW52 /
| 2024-05-02 9:02:47 AM |
Chg.+0.29 |
Bid7:21:21 AM |
Ask7:21:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
+18.47% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
400.00 USD |
2024-06-20 |
Call |
Master data
| WKN: |
KH8AW5 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.20 |
| Time value: |
1.28 |
| Break-even: |
388.04 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
3.50% |
| Delta: |
0.57 |
| Theta: |
-0.15 |
| Omega: |
14.35 |
| Rho: |
0.27 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.49% |
| 1 Month |
|
|
-33.81% |
| 3 Months |
|
|
-63.60% |
| YTD |
|
|
-50.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.57 |
| 1M High / 1M Low: |
2.81 |
1.57 |
| 6M High / 6M Low: |
6.13 |
1.27 |
| High (YTD): |
2024-01-30 |
6.13 |
| Low (YTD): |
2024-04-30 |
1.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.33% |
| Volatility 6M: |
|
200.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
