CITI/PUT/CAC 40/7225/0.005/20.12.24 | Market Closed - Euronext Paris 13:30:00 2024-03-27 EDT | ||
| 0.74 EUR | -2.63% |
|
| 1 month | -23.71% | ||
| 3 months | -54.60% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CAC 40
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | CAC 40 |
| Issuer | 
Citi
|
| MP52C | |
| ISIN | DE000KJ2MA15 |
| Date issued | 2023-11-14 |
| Strike | 7,225 PTS |
| Maturity | 2024-12-20 (175 Days) |
| Parity | 200 : 1 |
| Emission price | 2.53 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.53 € |
|---|---|
| Lowest since issue | 0.73 € |
| Delta | -0.17x |
| Omega | 9.452 |
| Premium | 13.76x |
| Gearing | 55.07x |
| Moneyness | 0.8806 |
| Difference Strike | -254.4 PTS |
| Difference Strike % | -3.52% |
| Spread | 0.01 € |
| Spread % | 1.33% |
| Theoretical value | 0.7450 |
| Implied Volatility | 21.15 % |
| Total Loss Probability | 77.83 % |
| Intrinsic value | 0.000000 |
| Present value | 0.7450 |
| Break even | 7,076.00 € |
| Theta | -0.02x |
| Vega | 0.09x |
| Rho | -0.06x |
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- Warrants
- MP52C Warrant
