CITI/PUT/CAC 40/7375/0.005/20.09.24 Stock

Warrant

NM35C

DE000KJ2N0D1

Market Closed - Euronext Paris 13:30:00 2024-03-27 EDT
0.53 EUR -1.85% Intraday chart for CITI/PUT/CAC 40/7375/0.005/20.09.24
1 month-32.05%
3 months-65.13%

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

End-of-day quotes
Chart CAC 40
Chart CITI/PUT/CAC 40/7375/0.005/20.09.24

Static data

Product typeWarrants
Buy / SellPUT
Underlying CAC 40
IssuerLogo Issuer Citi Citi
NM35C
ISINDE000KJ2N0D1
Date issued 2023-11-28
Strike 7,375 PTS
Maturity 2024-09-20 (84 Days)
Parity 200 : 1
Emission price 2.07
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.27
Lowest since issue 0.52
Delta-0.17x
Omega 12.71
Premium11.42x
Gearing76.68x
Moneyness 0.8989
Difference Strike -104.4 PTS
Difference Strike %-1.42%
Spread 0.01
Spread %1.85%
Theoretical value 0.5350
Implied Volatility 19.94 %
Total Loss Probability 79.74 %
Intrinsic value 0.000000
Present value 0.5350
Break even 7,268.00 €
Theta-0.02x
Vega0.07x
Rho-0.04x
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