CITI/PUT/CAC 40/7025/0.005/20.12.24 Share Price

Warrant

LL49C

DE000KJ2TVV4

Market Closed - Euronext Paris 17:30:01 27/03/2024 GMT
0.62 EUR -1.59% Intraday chart for CITI/PUT/CAC 40/7025/0.005/20.12.24
1 month-22.50%
3 months-54.74%

Static data

Product typeWarrants
Buy / SellPUT
Underlying CAC 40
IssuerLogo Issuer Citi Citi
LL49C
ISINDE000KJ2TVV4
Date issued 31/10/2023
Strike 7,025 PTS
Maturity 20/12/2024 (166 Days)
Parity 200 : 1
Emission price-
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.81
Lowest since issue 0.61
Delta-0.14x
Omega 9.442
Premium15.9x
Gearing65.64x
Moneyness 0.8562
Difference Strike -650.6 PTS
Difference Strike %-9.26%
Spread 0.01
Spread %1.59%
Theoretical value 0.6250
Implied Volatility 22.10 %
Total Loss Probability 80.89 %
Intrinsic value 0.000000
Present value 0.6250
Break even 6,900.00 €
Theta-0.02x
Vega0.08x
Rho-0.06x
  1. Stock Market
  2. Warrants
  3. LL49C Warrant