Citi Call 4650 SX5E 16.05.2024
/ DE000KH9HQH5
Citi Call 4650 SX5E 16.05.2024/ DE000KH9HQH5 /
| 2024-04-09 8:51:37 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.52EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DJ EURO STOXX 50 EUR... |
4,650.00 - |
2024-05-16 |
Call |
Master data
| WKN: |
KH9HQH |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
DJ EURO STOXX 50 EUR Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,650.00 - |
| Maturity: |
2024-05-16 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-04-10 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.12 |
| Parity: |
2.80 |
| Time value: |
0.67 |
| Break-even: |
4,997.00 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.29% |
| Delta: |
0.77 |
| Theta: |
-5.87 |
| Omega: |
10.88 |
| Rho: |
1.13 |
Quote data
| Open: |
3.52 |
| High: |
3.52 |
| Low: |
3.52 |
| Previous Close: |
3.67 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.45% |
| 3 Months |
|
|
+211.50% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.67 |
3.37 |
| 6M High / 6M Low: |
4.07 |
0.21 |
| High (YTD): |
2024-03-28 |
4.07 |
| Low (YTD): |
2024-01-17 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.22% |
| Volatility 6M: |
|
184.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
