Citi Call 120 4AB 20.06.2024
/ DE000KG7ELN6
Citi Call 120 4AB 20.06.2024/ DE000KG7ELN6 /
| 2024-05-31 12:51:48 PM |
Chg.+0.23 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
+7.28% |
-
Bid Size: - |
-
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: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.17 |
| Parity: |
2.86 |
| Time value: |
0.63 |
| Break-even: |
154.90 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
-0.29 |
| Spread %: |
-7.67% |
| Delta: |
0.80 |
| Theta: |
-0.35 |
| Omega: |
3.41 |
| Rho: |
0.04 |
Quote data
| Open: |
3.35 |
| High: |
3.39 |
| Low: |
3.35 |
| Previous Close: |
3.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.97% |
| 1 Month |
|
|
-13.74% |
| 3 Months |
|
|
-36.28% |
| YTD |
|
|
+3.99% |
| 1 Year |
|
|
+59.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
3.15 |
| 1M High / 1M Low: |
4.25 |
3.15 |
| 6M High / 6M Low: |
5.68 |
2.43 |
| High (YTD): |
2024-03-07 |
5.68 |
| Low (YTD): |
2024-05-29 |
3.15 |
| 52W High: |
2024-03-07 |
5.68 |
| 52W Low: |
2023-06-28 |
1.97 |
| Avg. price 1W: |
|
3.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.98% |
| Volatility 6M: |
|
59.41% |
| Volatility 1Y: |
|
72.31% |
| Volatility 3Y: |
|
- |
