Market Closed - Euronext Paris 01:30:01 2024-03-27 pm EDT | ||
0.22 EUR | -.--% |
1 month | -52.17% | ||
3 months | -81.36% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | CAC 40 |
Issuer | Citi |
XK20C | |
ISIN | DE000KH7K4S3 |
Date issued | 2023-06-09 |
Strike | 7,375 PTS |
Maturity | 2024-06-21 (24 Days) |
Parity | 200 : 1 |
Emission price | 2.647 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 3.69 € |
---|---|
Lowest since issue | 0.21 € |
Delta | -0.11x |
Omega | 20.14 |
Premium | 10.66x |
Gearing | 182.33x |
Moneyness | 0.8989 |
Difference Strike | -682.8 PTS |
Difference Strike % | -9.26% |
Spread | 0.01 € |
Spread % | 4.35% |
Theoretical value | 0.2250 |
Implied Volatility | 20.28 % |
Total Loss Probability | 86.98 % |
Intrinsic value | 0.000000 |
Present value | 0.2250 |
Break even | 7,330.00 € |
Theta | -0.03x |
Vega | 0.04x |
Rho | -0.01x |
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- XK20C Warrant