Citi Call 70 SRE 16.01.2025
/ DE000KH9CQ99
Citi Call 70 SRE 16.01.2025/ DE000KH9CQ99 /
| 2024-06-10 9:23:38 AM |
Chg.-0.020 |
Bid10:05:00 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-2.44% |
0.820
Bid Size: 3,700 |
-
Ask Size: - |
Sempra |
70.00 USD |
2025-01-16 |
Call |
Master data
| WKN: |
KH9CQ9 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2025-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.49 |
| Time value: |
0.33 |
| Break-even: |
73.14 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
6.39 |
| Rho: |
0.27 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
+21.21% |
| YTD |
|
|
-18.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.820 |
| 1M High / 1M Low: |
1.030 |
0.740 |
| 6M High / 6M Low: |
1.150 |
0.460 |
| High (YTD): |
2024-01-08 |
1.110 |
| Low (YTD): |
2024-04-16 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.56% |
| Volatility 6M: |
|
92.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
