Citi Call 65 SRE 20.06.2024
/ DE000KJ0EPD0
Citi Call 65 SRE 20.06.2024/ DE000KJ0EPD0 /
| 2024-04-09 8:14:37 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sempra |
65.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KJ0EPD |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.17 |
| Parity: |
0.16 |
| Time value: |
0.52 |
| Break-even: |
71.80 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.60 |
| Theta: |
-0.06 |
| Omega: |
5.85 |
| Rho: |
0.05 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.29% |
| 3 Months |
|
|
-18.29% |
| YTD |
|
|
-37.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.760 |
0.670 |
| 6M High / 6M Low: |
1.260 |
0.590 |
| High (YTD): |
2024-01-08 |
1.230 |
| Low (YTD): |
2024-03-27 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.43% |
| Volatility 6M: |
|
93.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
