Citi Call 260 AMG 20.06.2024
/ DE000KG56XC1
Citi Call 260 AMG 20.06.2024/ DE000KG56XC1 /
| 2024-05-31 12:51:41 PM |
Chg.- |
Bid8:36:36 AM |
Ask8:36:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
260.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG56XC |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.22 |
| Parity: |
2.19 |
| Time value: |
1.90 |
| Break-even: |
300.90 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
2.49 |
| Spread abs.: |
-0.12 |
| Spread %: |
-2.85% |
| Delta: |
0.67 |
| Theta: |
-0.72 |
| Omega: |
4.64 |
| Rho: |
0.08 |
Quote data
| Open: |
3.72 |
| High: |
4.09 |
| Low: |
3.72 |
| Previous Close: |
3.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.49% |
| 1 Month |
|
|
-21.50% |
| 3 Months |
|
|
+80.97% |
| YTD |
|
|
+17.53% |
| 1 Year |
|
|
+501.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.34 |
3.33 |
| 1M High / 1M Low: |
5.33 |
3.33 |
| 6M High / 6M Low: |
6.26 |
1.29 |
| High (YTD): |
2024-02-02 |
6.26 |
| Low (YTD): |
2024-04-19 |
1.29 |
| 52W High: |
2024-02-02 |
6.26 |
| 52W Low: |
2023-07-07 |
0.58 |
| Avg. price 1W: |
|
3.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.49 |
| Avg. volume 1M: |
|
21.86 |
| Avg. price 6M: |
|
3.39 |
| Avg. volume 6M: |
|
68.69 |
| Avg. price 1Y: |
|
2.64 |
| Avg. volume 1Y: |
|
83.87 |
| Volatility 1M: |
|
170.73% |
| Volatility 6M: |
|
265.53% |
| Volatility 1Y: |
|
221.82% |
| Volatility 3Y: |
|
- |
