Market Closed - Euronext Paris 01:30:01 2024-03-27 pm EDT | ||
13.03 EUR | +6.45% |
1 month | +85.61% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | DAX |
Issuer | Citi |
PS65C | |
ISIN | DE000KJ3NEG2 |
Date issued | 2024-01-02 |
Strike | 18,000 PTS |
Maturity | 2024-09-20 (66 Days) |
Parity | 100 : 1 |
Emission price | 5.32 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 13.15 € |
---|---|
Lowest since issue | 3.17 € |
Delta | 0.67x |
Omega | 9.512 |
Premium | 4.47x |
Gearing | 14.17x |
Moneyness | 1.027 |
Difference Strike | -518 PTS |
Difference Strike % | -2.88% |
Spread | 0.01 € |
Spread % | 0.08% |
Theoretical value | 13.04 |
Implied Volatility | 16.70 % |
Total Loss Probability | 37.20 % |
Intrinsic value | 4.771 |
Present value | 8.264 |
Break even | 19,303.50 € |
Theta | -0.24x |
Vega | 0.47x |
Rho | 0.55x |
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