Market Closed - Euronext Paris 01:30:01 2024-03-27 pm EDT | ||
15.36 EUR | +5.86% |
1 month | +74.55% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | DAX |
Issuer | Citi |
QO17C | |
ISIN | DE000KJ3Q6M5 |
Date issued | 2024-01-10 |
Strike | 17,700 PTS |
Maturity | 2024-09-20 (66 Days) |
Parity | 100 : 1 |
Emission price | 6.18 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 15.47 € |
---|---|
Lowest since issue | 4.19 € |
Delta | 0.71x |
Omega | 8.569 |
Premium | 4.12x |
Gearing | 12.02x |
Moneyness | 1.044 |
Difference Strike | -818 PTS |
Difference Strike % | -4.62% |
Spread | 0.01 € |
Spread % | 0.07% |
Theoretical value | 15.38 |
Implied Volatility | 17.65 % |
Total Loss Probability | 33.02 % |
Intrinsic value | 7.771 |
Present value | 7.604 |
Break even | 19,237.50 € |
Theta | -0.24x |
Vega | 0.44x |
Rho | 0.59x |
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