Citi Put 88 NVSEF 20.06.2024
/ DE000KJ0EE70
Citi Put 88 NVSEF 20.06.2024/ DE000KJ0EE70 /
2024-04-09 9:05:59 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
- |
- Bid Size: - |
- Ask Size: - |
Novartis AG |
88.00 - |
2024-06-20 |
Put |
Master data
WKN: |
KJ0EE7 |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Novartis AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
88.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2023-10-04 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.19 |
Parity: |
-0.34 |
Time value: |
0.39 |
Break-even: |
84.10 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.36 |
Theta: |
-0.06 |
Omega: |
-8.52 |
Rho: |
-0.04 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-12.50% |
YTD |
|
|
-48.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.420 |
0.420 |
6M High / 6M Low: |
0.880 |
0.250 |
High (YTD): |
2024-01-02 |
0.730 |
Low (YTD): |
2024-01-22 |
0.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.420 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.512 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
159.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |