Citi Call 4600 SX5E 16.05.2024
/ DE000KH9HQG7
Citi Call 4600 SX5E 16.05.2024/ DE000KH9HQG7 /
| 2024-04-09 8:51:37 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.99EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DJ EURO STOXX 50 EUR... |
4,600.00 - |
2024-05-16 |
Call |
Master data
| WKN: |
KH9HQG |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
DJ EURO STOXX 50 EUR Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,600.00 - |
| Maturity: |
2024-05-16 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-04-10 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.12 |
| Parity: |
3.30 |
| Time value: |
0.66 |
| Break-even: |
4,996.00 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.78 |
| Theta: |
-6.10 |
| Omega: |
9.76 |
| Rho: |
1.14 |
Quote data
| Open: |
3.99 |
| High: |
3.99 |
| Low: |
3.99 |
| Previous Close: |
4.14 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.91% |
| 3 Months |
|
|
+185.00% |
| YTD |
|
|
+266.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.14 |
3.84 |
| 6M High / 6M Low: |
4.54 |
0.28 |
| High (YTD): |
2024-03-28 |
4.54 |
| Low (YTD): |
2024-01-17 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.85% |
| Volatility 6M: |
|
171.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
