CITI/CALL/S&P 500/4950/0.01/19.12.24 Stock CITI/CALL/S&P 500/4950/0.01/19.12.24
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CITI/CALL/S&P 500/4950/0.01/19.12.24 Stock

Warrant

SA67C

DE000KJ40TU9

Market Closed - Euronext Paris 13:30:01 2024-03-27 EDT
5.21 EUR -1.14% Intraday chart for CITI/CALL/S&P 500/4950/0.01/19.12.24
1 month+24.64%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Chart S&P 500
Chart CITI/CALL/S&P 500/4950/0.01/19.12.24

Latest news about S&P 500

US Equity Indexes Mixed in Midday Trading MT
Shares flat, US Treasury yields weaken as markets weigh Fed chair comments RE
Wall Street: little variation at the end of the morning CF
Hollysys Automation Merger With Ascendent Capital Cleared by Chinese Authorities MT
More news

Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
IssuerLogo Issuer Citi Citi
SA67C
ISINDE000KJ40TU9
Date issued 2024-01-29
Strike 4,950 PTS
Maturity 2024-12-19 (170 Days)
Parity 100 : 1
Emission price- €
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 5.53 €
Lowest since issue 2.97 €
Delta0.78x
Omega 7.211
Premium5.58x
Gearing9.27x
Moneyness 1.055
Difference Strike -536.4 PTS
Difference Strike %-10.84%
Spread 0.03 €
Spread %0.57%
Theoretical value 5.205
Implied Volatility 15.72 %
Total Loss Probability 26.44 %
Intrinsic value 2.514
Present value 2.691
Break even 5,513.14 €
Theta-0.06x
Vega0.12x
Rho0.25x
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