Citi Call 70 SRE 16.01.2025
/ DE000KH9CQ99
Citi Call 70 SRE 16.01.2025/ DE000KH9CQ99 /
| 2024-05-31 12:52:07 PM |
Chg.+0.070 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+10.00% |
-
Bid Size: - |
-
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: |
8.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
0.65 |
| Time value: |
0.22 |
| Break-even: |
73.23 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.07 |
| Spread %: |
-7.45% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
6.93 |
| Rho: |
0.32 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.23% |
| 1 Month |
|
|
+8.45% |
| 3 Months |
|
|
+11.59% |
| YTD |
|
|
-22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.700 |
| 1M High / 1M Low: |
1.030 |
0.700 |
| 6M High / 6M Low: |
1.150 |
0.420 |
| High (YTD): |
2024-01-08 |
1.110 |
| Low (YTD): |
2024-04-17 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.56% |
| Volatility 6M: |
|
105.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
