Citi Call 480 MCO 16.01.2025/  DE000KH77BG2  /

Frankfurt Zert./CITI
2024-04-09  9:30:46 AM Chg.+0.030 Bid3:17:22 PM Ask- Underlying Strike price Expiration date Option type
1.350EUR +2.27% -
Bid Size: -
-
Ask Size: -
Moodys Corp 480.00 - 2025-01-16 Call
 

Master data

WKN: KH77BG
Issuer: Citi
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2025-01-16
Issue date: 2023-07-19
Last trading day: 2024-04-10
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.90
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -13.04
Time value: 1.35
Break-even: 493.50
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 0.62
Spread abs.: 0.03
Spread %: 2.27%
Delta: 0.24
Theta: -0.07
Omega: 6.09
Rho: 0.49
 

Quote data

Open: 1.350
High: 1.350
Low: 1.350
Previous Close: 1.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -4.93%
3 Months  
+14.41%
YTD  
+10.66%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.400 1.320
6M High / 6M Low: 1.900 0.480
High (YTD): 2024-02-12 1.900
Low (YTD): 2024-02-14 0.780
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.348
Avg. volume 1M:   0.000
Avg. price 6M:   1.121
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.97%
Volatility 6M:   149.20%
Volatility 1Y:   -
Volatility 3Y:   -