Citi Call 65 RIO 16.01.2025
/ DE000KJ3FAU7
Citi Call 65 RIO 16.01.2025/ DE000KJ3FAU7 /
| 2024-05-03 9:16:22 AM |
Chg.0.000 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto Plc |
65.00 USD |
2025-01-16 |
Call |
Master data
| WKN: |
KJ3FAU |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Rio Tinto Plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-01-16 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2025-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.37 |
| Time value: |
0.52 |
| Break-even: |
69.30 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.12 |
| Spread %: |
15.58% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
4.92 |
| Rho: |
0.25 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.35% |
| 1 Month |
|
|
+44.23% |
| 3 Months |
|
|
-7.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.750 |
| 1M High / 1M Low: |
0.790 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
7,500 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
7,627.429 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
