Citi Put 68 BNR 20.06.2024
/ DE000KJ2XZX3
Citi Put 68 BNR 20.06.2024/ DE000KJ2XZX3 /
2024-04-09 8:26:49 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
- |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 - |
2024-06-20 |
Put |
Master data
WKN: |
KJ2XZX |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
68.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-12-20 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-46.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.17 |
Parity: |
-0.69 |
Time value: |
0.16 |
Break-even: |
66.40 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
1.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.23 |
Theta: |
-0.03 |
Omega: |
-10.61 |
Rho: |
-0.03 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
+15.38% |
YTD |
|
|
+25.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.150 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-13 |
0.160 |
Low (YTD): |
2024-03-01 |
0.061 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.120 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |