Citi Put 84 BNR 20.06.2024
/ DE000KJ2Y053
Citi Put 84 BNR 20.06.2024/ DE000KJ2Y053 /
| 2024-04-09 9:27:26 AM |
Chg.+0.040 |
Bid3:20:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+3.88% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
84.00 - |
2024-06-20 |
Put |
Master data
| WKN: |
KJ2Y05 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.17 |
| Parity: |
0.91 |
| Time value: |
0.16 |
| Break-even: |
73.30 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.88% |
| Delta: |
-0.72 |
| Theta: |
-0.03 |
| Omega: |
-5.01 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.040 |
| High: |
1.080 |
| Low: |
1.040 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+38.96% |
| 3 Months |
|
|
+42.67% |
| YTD |
|
|
+75.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.070 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-09 |
1.070 |
| Low (YTD): |
2024-03-01 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
