Citi Call 170 AEC1 20.06.2024
/ DE000KG56WV3
Citi Call 170 AEC1 20.06.2024/ DE000KG56WV3 /
| 2024-05-24 7:27:36 PM |
Chg.+0.230 |
Bid9:59:33 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.430EUR |
+3.71% |
-
Bid Size: - |
-
Ask Size: - |
AMER. EXPRESS DL... |
170.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG56WV |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.61 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
3.08 |
| Historic volatility: |
0.19 |
| Parity: |
4.60 |
| Time value: |
1.83 |
| Break-even: |
234.30 |
| Moneyness: |
1.27 |
| Premium: |
0.08 |
| Premium p.a.: |
26.30 |
| Spread abs.: |
0.11 |
| Spread %: |
1.74% |
| Delta: |
0.77 |
| Theta: |
-1.78 |
| Omega: |
2.59 |
| Rho: |
0.03 |
Quote data
| Open: |
6.040 |
| High: |
6.480 |
| Low: |
6.040 |
| Previous Close: |
6.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.16% |
| 3 Months |
|
|
+31.49% |
| YTD |
|
|
+169.04% |
| 1 Year |
|
|
+189.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.750 |
6.200 |
| 6M High / 6M Low: |
6.750 |
1.300 |
| High (YTD): |
2024-05-17 |
6.750 |
| Low (YTD): |
2024-01-18 |
1.720 |
| 52W High: |
2024-05-17 |
6.750 |
| 52W Low: |
2023-10-27 |
0.440 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.308 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.707 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
47.96% |
| Volatility 6M: |
|
96.10% |
| Volatility 1Y: |
|
107.20% |
| Volatility 3Y: |
|
- |
