Citi Call 150 CMC 20.06.2024
/ DE000KG57GB6
Citi Call 150 CMC 20.06.2024/ DE000KG57GB6 /
2024-05-31 12:51:41 PM |
Chg.+0.11 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.56EUR |
+2.47% |
- 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: |
4.55 |
High: |
4.56 |
Low: |
4.55 |
Previous Close: |
4.45 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.59% |
1 Month |
|
|
+9.62% |
3 Months |
|
|
+30.29% |
YTD |
|
|
+101.77% |
1 Year |
|
|
+390.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.71 |
4.45 |
1M High / 1M Low: |
5.17 |
3.85 |
6M High / 6M Low: |
5.17 |
1.39 |
High (YTD): |
2024-05-20 |
5.17 |
Low (YTD): |
2024-01-18 |
1.96 |
52W High: |
2024-05-20 |
5.17 |
52W Low: |
2023-10-27 |
0.63 |
Avg. price 1W: |
|
4.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.25 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.18 |
Avg. volume 1Y: |
|
5 |
Volatility 1M: |
|
86.06% |
Volatility 6M: |
|
84.57% |
Volatility 1Y: |
|
100.19% |
Volatility 3Y: |
|
- |