Market Closed - Euronext Paris 17:30:01 27/03/2024 GMT | ||
0.18 EUR | -.--% |
1 month | -51.35% | ||
3 months | -81.82% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | CAC 40 |
Issuer | Citi |
YR02C | |
ISIN | DE000KH7MWJ3 |
Date issued | 26/06/2023 |
Strike | 7,250 PTS |
Maturity | 21/06/2024 (24 Days) |
Parity | 200 : 1 |
Emission price | 2.264 € |
Emission volume | N/A |
Settlement | Por diferencias |
Currency | EUR |
Technical Indicators
Highest since issue | 3.28 € |
---|---|
Lowest since issue | 0.17 € |
Delta | -0.09x |
Omega | 20.03 |
Premium | 12.09x |
Gearing | 221.75x |
Moneyness | 0.8836 |
Difference Strike | -807.8 PTS |
Difference Strike % | -11.14% |
Spread | 0.01 € |
Spread % | 5.26% |
Theoretical value | 0.1850 |
Implied Volatility | 21.24 % |
Total Loss Probability | 89.17 % |
Intrinsic value | 0.000000 |
Present value | 0.1850 |
Break even | 7,213.00 € |
Theta | -0.03x |
Vega | 0.03x |
Rho | -0.01x |
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