Citi Put 96 NVSEF 20.06.2024
/ DE000KJ0EE96
Citi Put 96 NVSEF 20.06.2024/ DE000KJ0EE96 /
| 2024-04-09 9:22:02 AM |
Chg.+0.040 |
Bid3:26:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
Novartis AG |
96.00 - |
2024-06-20 |
Put |
Master data
| WKN: |
KJ0EE9 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
96.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.42 |
| Break-even: |
85.60 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
2.97% |
| Delta: |
-0.59 |
| Theta: |
-0.07 |
| Omega: |
-5.07 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.040 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
+6.12% |
| YTD |
|
|
-32.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.040 |
0.840 |
| 6M High / 6M Low: |
1.570 |
0.660 |
| High (YTD): |
2024-01-02 |
1.430 |
| Low (YTD): |
2024-01-22 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.80% |
| Volatility 6M: |
|
119.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
