Citi Call 120 4AB 20.06.2024
/ DE000KG7ELN6
Citi Call 120 4AB 20.06.2024/ DE000KG7ELN6 /
| 2024-06-07 7:39:41 PM |
Chg.+0.250 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.590EUR |
+5.76% |
4.570
Bid Size: 5,000 |
-
Ask Size: - |
ABBVIE INC. D... |
120.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG7ELN |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-08-31 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.48 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.17 |
| Parity: |
3.48 |
| Time value: |
0.50 |
| Break-even: |
159.80 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
-0.21 |
| Spread %: |
-5.01% |
| Delta: |
0.84 |
| Theta: |
-0.47 |
| Omega: |
3.25 |
| Rho: |
0.03 |
Quote data
| Open: |
4.400 |
| High: |
4.640 |
| Low: |
4.400 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.52% |
| 1 Month |
|
|
+14.75% |
| 3 Months |
|
|
-16.85% |
| YTD |
|
|
+40.80% |
| 1 Year |
|
|
+93.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
3.490 |
| 1M High / 1M Low: |
4.340 |
3.170 |
| 6M High / 6M Low: |
5.740 |
2.820 |
| High (YTD): |
2024-03-06 |
5.740 |
| Low (YTD): |
2024-05-28 |
3.170 |
| 52W High: |
2024-03-06 |
5.740 |
| 52W Low: |
2023-06-28 |
1.950 |
| Avg. price 1W: |
|
3.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.542 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.41% |
| Volatility 6M: |
|
64.91% |
| Volatility 1Y: |
|
73.90% |
| Volatility 3Y: |
|
- |
