Market Closed - Euronext Paris 11:00:00 27/03/2024 pm IST | ||
0.044 EUR | -6.38% |
Comparison chart between the derivative product and it's underlying value
Latest news about EUR / USD
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | EUR / USD |
Issuer | Citi |
VR94C | |
ISIN | DE000KJ59ZM3 |
Date issued | 11/03/2024 |
Strike | 1.14 $ |
Maturity | 05/06/2024 (21 Days) |
Parity | 0.01 : 1 |
Emission price | - € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 0.17 € |
---|---|
Lowest since issue | 0.043 € |
Delta | 0.04x |
Omega | 89.55 |
Premium | 5.41x |
Gearing | 2272.64x |
Moneyness | 0.9491 |
Difference Strike | 0.0523 $ |
Difference Strike % | +4.59% |
Spread | 0.072 € |
Spread % | 90.00% |
Theoretical value | 0.0440 |
Implied Volatility | 6.388 % |
Total Loss Probability | 96.26 % |
Intrinsic value | 0.000000 |
Present value | 0.0440 |
Break even | 1.140 € |
Theta | -0.02x |
Vega | 0.04x |
Rho | 0.01x |
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