Citi Call 440 VX1 20.06.2024
/ DE000KH8AW94
Citi Call 440 VX1 20.06.2024/ DE000KH8AW94 /
2024-04-09 8:47:48 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
- |
- Bid Size: - |
- Ask Size: - |
VERTEX PHARMAC. D... |
440.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KH8AW9 |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
VERTEX PHARMAC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-07-24 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
40.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.21 |
Parity: |
-6.71 |
Time value: |
0.91 |
Break-even: |
449.10 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
3.11 |
Spread abs.: |
-0.06 |
Spread %: |
-6.19% |
Delta: |
0.23 |
Theta: |
-0.24 |
Omega: |
9.61 |
Rho: |
0.10 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-20.87% |
3 Months |
|
|
-69.26% |
YTD |
|
|
-54.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.150 |
0.910 |
6M High / 6M Low: |
3.700 |
0.550 |
High (YTD): |
2024-01-30 |
3.700 |
Low (YTD): |
2024-04-09 |
0.910 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.828 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.99% |
Volatility 6M: |
|
280.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |