Citi Call 170 AEC1 20.06.2024
/ DE000KG56WV3
Citi Call 170 AEC1 20.06.2024/ DE000KG56WV3 /
| 2024-05-24 9:14:35 AM |
Chg.- |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.03EUR |
- |
-
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: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
4.72 |
| Implied volatility: |
2.15 |
| Historic volatility: |
0.19 |
| Parity: |
4.72 |
| Time value: |
1.59 |
| Break-even: |
233.10 |
| Moneyness: |
1.28 |
| Premium: |
0.07 |
| Premium p.a.: |
4.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.91 |
| Omega: |
2.69 |
| Rho: |
0.05 |
Quote data
| Open: |
6.03 |
| High: |
6.03 |
| Low: |
6.03 |
| Previous Close: |
6.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.43% |
| 3 Months |
|
|
+25.63% |
| YTD |
|
|
+153.36% |
| 1 Year |
|
|
+181.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.81 |
5.76 |
| 6M High / 6M Low: |
6.81 |
1.26 |
| High (YTD): |
2024-05-20 |
6.81 |
| Low (YTD): |
2024-01-18 |
1.72 |
| 52W High: |
2024-05-20 |
6.81 |
| 52W Low: |
2023-10-27 |
0.44 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
63.05% |
| Volatility 6M: |
|
117.29% |
| Volatility 1Y: |
|
116.95% |
| Volatility 3Y: |
|
- |
