Citi Put 65 RIO 19.09.2024
/ DE000KJ35AB9
Citi Put 65 RIO 19.09.2024/ DE000KJ35AB9 /
| 2024-04-09 9:28:34 AM |
Chg.-0.030 |
Bid3:30:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto Plc |
65.00 - |
2024-09-19 |
Put |
Master data
| WKN: |
KJ35AB |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Rio Tinto Plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 - |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.09 |
| Time value: |
0.30 |
| Break-even: |
61.10 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-7.71 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.560 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
