Citi Call 51 1COV 20.06.2024
/ DE000KH6PTD7
Citi Call 51 1COV 20.06.2024/ DE000KH6PTD7 /
| 2024-04-09 9:33:35 AM |
Chg.-0.010 |
Bid2:42:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
-
Bid Size: - |
-
Ask Size: - |
COVESTRO AG O.N. |
51.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH6PTD |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
COVESTRO AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-06-08 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.28 |
| Parity: |
-0.18 |
| Time value: |
0.55 |
| Break-even: |
56.50 |
| Moneyness: |
0.97 |
| Premium: |
0.15 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.52 |
| Theta: |
-0.07 |
| Omega: |
4.68 |
| Rho: |
0.02 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.75% |
| 3 Months |
|
|
+86.67% |
| YTD |
|
|
-12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.570 |
0.560 |
| 6M High / 6M Low: |
0.820 |
0.240 |
| High (YTD): |
2024-01-04 |
0.630 |
| Low (YTD): |
2024-02-19 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.565 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
228.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
