Citi Put 200 RHHVF 20.06.2024
/ DE000KJ0VF78
Citi Put 200 RHHVF 20.06.2024/ DE000KJ0VF78 /
2024-04-09 10:15:11 AM |
Chg.-0.010 |
Bid2:40:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-6.25% |
- Bid Size: - |
- Ask Size: - |
Roche Holding Ltd |
200.00 - |
2024-06-20 |
Put |
Master data
WKN: |
KJ0VF7 |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-10-26 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-158.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.21 |
Parity: |
-2.17 |
Time value: |
0.14 |
Break-even: |
198.60 |
Moneyness: |
0.90 |
Premium: |
0.10 |
Premium p.a.: |
1.16 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.12 |
Theta: |
-0.04 |
Omega: |
-19.73 |
Rho: |
-0.04 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+15.38% |
3 Months |
|
|
-37.50% |
YTD |
|
|
-40.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.180 |
0.130 |
6M High / 6M Low: |
0.420 |
0.110 |
High (YTD): |
2024-02-08 |
0.350 |
Low (YTD): |
2024-03-28 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.233 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
432.06% |
Volatility 6M: |
|
172.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |