CITI/PUT/CAC 40/6550/0.005/20.12.24 Stock

Warrant

ON19C

DE000KJ3KYA9

Market Closed - Euronext Paris 13:30:01 2024-03-27 EDT
0.41 EUR -.--% Intraday chart for CITI/PUT/CAC 40/6550/0.005/20.12.24
1 month-21.15%
3 months-54.95%

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

End-of-day quotes
Chart CAC 40
Chart CITI/PUT/CAC 40/6550/0.005/20.12.24

Static data

Product typeWarrants
Buy / SellPUT
Underlying CAC 40
IssuerLogo Issuer Citi Citi
ON19C
ISINDE000KJ3KYA9
Date issued 2023-12-12
Strike 6,550 PTS
Maturity 2024-12-20 (175 Days)
Parity 200 : 1
Emission price-
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.09
Lowest since issue 0.4
Delta-0.09x
Omega 9.329
Premium21.18x
Gearing98.85x
Moneyness 0.7983
Difference Strike -929.4 PTS
Difference Strike %-14.19%
Spread 0.01
Spread %2.38%
Theoretical value 0.4150
Implied Volatility 24.45 %
Total Loss Probability 86.54 %
Intrinsic value 0.000000
Present value 0.4150
Break even 6,467.00 €
Theta-0.02x
Vega0.06x
Rho-0.04x
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