Citi Put 275 AMG 19.09.2024
/ DE000KH9Q601
Citi Put 275 AMG 19.09.2024/ DE000KH9Q601 /
| 2024-04-09 9:25:18 AM |
Chg.0.000 |
Bid3:30:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
275.00 - |
2024-09-19 |
Put |
Master data
| WKN: |
KH9Q60 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
275.00 - |
| Maturity: |
2024-09-19 |
| Issue date: |
2023-09-13 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
-1.29 |
| Time value: |
2.05 |
| Break-even: |
254.50 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
3.02% |
| Delta: |
-0.36 |
| Theta: |
-0.09 |
| Omega: |
-5.03 |
| Rho: |
-0.44 |
Quote data
| Open: |
2.070 |
| High: |
2.070 |
| Low: |
2.050 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+50.74% |
| YTD |
|
|
+33.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.570 |
0.730 |
| High (YTD): |
2024-04-09 |
2.050 |
| Low (YTD): |
2024-02-02 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.620 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
115.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
