Citi Call 85 SRE 16.01.2025
/ DE000KH0L8A8
Citi Call 85 SRE 16.01.2025/ DE000KH0L8A8 /
2024-05-31 12:52:48 PM |
Chg.+0.050 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+20.00% |
- Bid Size: - |
- Ask Size: - |
Sempra |
85.00 USD |
2025-01-16 |
Call |
Master data
WKN: |
KH0L8A |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Sempra |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
2025-01-16 |
Issue date: |
2022-11-28 |
Last trading day: |
2025-01-15 |
Ratio: |
5:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
-1.47 |
Time value: |
0.40 |
Break-even: |
80.35 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.22 |
Spread abs.: |
-0.06 |
Spread %: |
-13.04% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
11.55 |
Rho: |
0.13 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.300 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.92% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
-3.23% |
YTD |
|
|
-55.22% |
1 Year |
|
|
-70.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.250 |
1M High / 1M Low: |
0.560 |
0.250 |
6M High / 6M Low: |
0.890 |
0.100 |
High (YTD): |
2024-01-09 |
0.780 |
Low (YTD): |
2024-04-17 |
0.100 |
52W High: |
2023-08-22 |
1.560 |
52W Low: |
2024-04-17 |
0.100 |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.404 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.408 |
Avg. volume 6M: |
|
49.903 |
Avg. price 1Y: |
|
0.600 |
Avg. volume 1Y: |
|
37.619 |
Volatility 1M: |
|
228.25% |
Volatility 6M: |
|
214.87% |
Volatility 1Y: |
|
221.41% |
Volatility 3Y: |
|
- |