Citi Call 90 GXI 20.06.2024
/ DE000KJ0WH67
Citi Call 90 GXI 20.06.2024/ DE000KJ0WH67 /
| 2024-04-09 9:24:17 AM |
Chg.+0.050 |
Bid2:59:28 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
+2.76% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
90.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KJ0WH6 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.38 |
| Parity: |
1.10 |
| Time value: |
0.76 |
| Break-even: |
108.60 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
-0.11 |
| Spread %: |
-5.58% |
| Delta: |
0.70 |
| Theta: |
-0.12 |
| Omega: |
3.83 |
| Rho: |
0.07 |
Quote data
| Open: |
1.820 |
| High: |
1.860 |
| Low: |
1.820 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.49% |
| 3 Months |
|
|
+78.85% |
| YTD |
|
|
+38.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.900 |
1.710 |
| 6M High / 6M Low: |
2.340 |
0.710 |
| High (YTD): |
2024-03-06 |
2.340 |
| Low (YTD): |
2024-02-08 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.66% |
| Volatility 6M: |
|
266.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
