Citi Call 76 BNR 20.06.2024
/ DE000KH6SZG1
Citi Call 76 BNR 20.06.2024/ DE000KH6SZG1 /
| 2024-04-09 8:37:54 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
76.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH6SZG |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
-0.11 |
| Time value: |
0.33 |
| Break-even: |
79.30 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
-0.01 |
| Spread %: |
-2.94% |
| Delta: |
0.49 |
| Theta: |
-0.04 |
| Omega: |
11.18 |
| Rho: |
0.05 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-32.65% |
| 3 Months |
|
|
-60.71% |
| YTD |
|
|
-69.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.440 |
0.330 |
| 6M High / 6M Low: |
1.170 |
0.330 |
| High (YTD): |
2024-03-01 |
1.170 |
| Low (YTD): |
2024-04-09 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.773 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.30% |
| Volatility 6M: |
|
121.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
