Citi Call 160 1YD 16.01.2025
/ DE000KJ264N3
Citi Call 160 1YD 16.01.2025/ DE000KJ264N3 /
| 16/12/2024 15:37:30 |
Chg.- |
Bid22:00:22 |
Ask22:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.33EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
160.00 - |
16/01/2025 |
Call |
Master data
| WKN: |
KJ264N |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
16/01/2025 |
| Issue date: |
13/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.28 |
| Intrinsic value: |
6.27 |
| Implied volatility: |
4.98 |
| Historic volatility: |
0.51 |
| Parity: |
6.27 |
| Time value: |
2.26 |
| Break-even: |
245.30 |
| Moneyness: |
1.39 |
| Premium: |
0.10 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-3.33 |
| Omega: |
2.09 |
| Rho: |
0.02 |
Quote data
| Open: |
6.47 |
| High: |
7.33 |
| Low: |
6.47 |
| Previous Close: |
2.35 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+257.56% |
| 3 Months |
|
|
+146.80% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+3390.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.33 |
2.05 |
| 6M High / 6M Low: |
7.33 |
0.65 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
16/12/2024 |
7.33 |
| 52W Low: |
10/01/2024 |
0.21 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.40 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
1,620.04% |
| Volatility 6M: |
|
408.46% |
| Volatility 1Y: |
|
348.77% |
| Volatility 3Y: |
|
- |