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 |
|
|
+21.43% |
3 Months |
|
|
-16.70% |
YTD |
|
|
+40.80% |
1 Year |
|
|
+91.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.590 |
3.700 |
1M High / 1M Low: |
4.590 |
3.170 |
6M High / 6M Low: |
5.740 |
2.960 |
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: |
|
4.124 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.814 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.405 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.550 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
75.34% |
Volatility 6M: |
|
65.02% |
Volatility 1Y: |
|
74.08% |
Volatility 3Y: |
|
- |