Citi Call 5000 SX5E 16.05.2024
/ DE000KH9HQQ6
Citi Call 5000 SX5E 16.05.2024/ DE000KH9HQQ6 /
2024-04-09 8:51:37 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
- |
- Bid Size: - |
- Ask Size: - |
DJ EURO STOXX 50 EUR... |
5,000.00 - |
2024-05-16 |
Call |
Master data
WKN: |
KH9HQQ |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
DJ EURO STOXX 50 EUR Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5,000.00 - |
Maturity: |
2024-05-16 |
Issue date: |
2023-08-30 |
Last trading day: |
2024-04-10 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
65.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.12 |
Parity: |
-0.70 |
Time value: |
0.75 |
Break-even: |
5,075.00 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
1.42 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.41 |
Theta: |
-4.41 |
Omega: |
27.14 |
Rho: |
0.64 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+11.43% |
3 Months |
|
|
+420.00% |
YTD |
|
|
+500.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.860 |
0.700 |
6M High / 6M Low: |
1.140 |
0.030 |
High (YTD): |
2024-03-28 |
1.140 |
Low (YTD): |
2024-01-17 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.302 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
359.55% |
Volatility 6M: |
|
314.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |