Citi Call 150 CMC 20.06.2024
/ DE000KG57GB6
Citi Call 150 CMC 20.06.2024/ DE000KG57GB6 /
| 2024-05-31 7:35:50 PM |
Chg.+0.040 |
Bid9:59:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.630EUR |
+0.87% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
150.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG57GB |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| 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: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.71 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
1.75 |
| Historic volatility: |
0.15 |
| Parity: |
3.68 |
| Time value: |
1.23 |
| Break-even: |
199.10 |
| Moneyness: |
1.25 |
| Premium: |
0.07 |
| Premium p.a.: |
2.41 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.60 |
| Omega: |
2.95 |
| Rho: |
0.05 |
Quote data
| Open: |
4.550 |
| High: |
4.630 |
| Low: |
4.490 |
| Previous Close: |
4.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.43% |
| 1 Month |
|
|
+12.65% |
| 3 Months |
|
|
+34.20% |
| YTD |
|
|
+105.78% |
| 1 Year |
|
|
+397.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.820 |
4.490 |
| 1M High / 1M Low: |
5.070 |
3.850 |
| 6M High / 6M Low: |
5.070 |
1.390 |
| High (YTD): |
2024-05-17 |
5.070 |
| Low (YTD): |
2024-01-18 |
1.960 |
| 52W High: |
2024-05-17 |
5.070 |
| 52W Low: |
2023-10-27 |
0.620 |
| Avg. price 1W: |
|
4.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.187 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
61.77% |
| Volatility 6M: |
|
78.19% |
| Volatility 1Y: |
|
97.02% |
| Volatility 3Y: |
|
- |
