Citi Call 87.5 DOX 20.06.2024
/ DE000KJ0EGD9
Citi Call 87.5 DOX 20.06.2024/ DE000KJ0EGD9 /
| 2024-04-09 9:33:25 AM |
Chg.-0.030 |
Bid2:50:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Amdocs Ltd |
87.50 - |
2024-06-20 |
Call |
Master data
| WKN: |
KJ0EGD |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Amdocs Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.16 |
| Parity: |
-0.84 |
| Time value: |
0.36 |
| Break-even: |
91.10 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.36 |
| Theta: |
-0.06 |
| Omega: |
7.91 |
| Rho: |
0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-53.25% |
| YTD |
|
|
-29.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.470 |
0.360 |
| 6M High / 6M Low: |
0.870 |
0.190 |
| High (YTD): |
2024-01-22 |
0.870 |
| Low (YTD): |
2024-04-09 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.544 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.54% |
| Volatility 6M: |
|
206.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
