Citi Call 150 4AB 20.06.2024
/ DE000KG56QR3
Citi Call 150 4AB 20.06.2024/ DE000KG56QR3 /
2024-06-07 7:34:17 PM |
Chg.+0.200 |
Bid9:59:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.830EUR |
+12.27% |
1.810 Bid Size: 5,000 |
- Ask Size: - |
ABBVIE INC. D... |
150.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KG56QR |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
ABBVIE INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2022-07-05 |
Last trading day: |
2024-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.48 |
Implied volatility: |
1.28 |
Historic volatility: |
0.17 |
Parity: |
0.48 |
Time value: |
1.25 |
Break-even: |
167.30 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
7.90 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.60 |
Theta: |
-0.56 |
Omega: |
5.38 |
Rho: |
0.03 |
Quote data
Open: |
1.670 |
High: |
1.870 |
Low: |
1.670 |
Previous Close: |
1.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+112.79% |
1 Month |
|
|
+56.41% |
3 Months |
|
|
-37.76% |
YTD |
|
|
+53.78% |
1 Year |
|
|
+107.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.830 |
1.030 |
1M High / 1M Low: |
1.830 |
0.640 |
6M High / 6M Low: |
3.070 |
0.640 |
High (YTD): |
2024-03-12 |
3.070 |
Low (YTD): |
2024-05-28 |
0.640 |
52W High: |
2024-03-12 |
3.070 |
52W Low: |
2023-11-27 |
0.520 |
Avg. price 1W: |
|
1.412 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.161 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.898 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.444 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
224.50% |
Volatility 6M: |
|
145.29% |
Volatility 1Y: |
|
140.83% |
Volatility 3Y: |
|
- |