Citi Put 76 BNR 20.06.2024
/ DE000KJ2Y012
Citi Put 76 BNR 20.06.2024/ DE000KJ2Y012 /
| 2024-04-09 8:26:49 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
76.00 - |
2024-06-20 |
Put |
Master data
| WKN: |
KJ2Y01 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
0.11 |
| Time value: |
0.38 |
| Break-even: |
71.10 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.49 |
| Theta: |
-0.04 |
| Omega: |
-7.56 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+51.61% |
| 3 Months |
|
|
+34.29% |
| YTD |
|
|
+62.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.470 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-09 |
0.470 |
| Low (YTD): |
2024-03-01 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
