Real-time Euronext Paris 17:30:01 27/03/2024 GMT | ||
1.27 EUR | -1.55% |
1 month | -38.05% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | DAX |
Issuer | Citi |
PS70C | |
ISIN | DE000KJ3NEM0 |
Date issued | 02/01/2024 |
Strike | 15,900 PTS |
Maturity | 20/09/2024 (85 Days) |
Parity | 100 : 1 |
Emission price | 4.97 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 5.46 € |
---|---|
Lowest since issue | 1.21 € |
Delta | -0.1x |
Omega | 14.38 |
Premium | 14.64x |
Gearing | 144.92x |
Moneyness | 0.8605 |
Difference Strike | -2,294 PTS |
Difference Strike % | -14.43% |
Spread | 0.01 € |
Spread % | 0.78% |
Theoretical value | 1.275 |
Implied Volatility | 19.92 % |
Total Loss Probability | 87.44 % |
Intrinsic value | 0.000000 |
Present value | 1.275 |
Break even | 15,772.50 € |
Theta | -0.07x |
Vega | 0.22x |
Rho | -0.11x |
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