Citi Call 35 WDC 20.06.2024
/ DE000KG804P4
Citi Call 35 WDC 20.06.2024/ DE000KG804P4 /
| 2024-05-03 9:12:31 AM |
Chg.-0.07 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
-2.11% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
35.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG804P |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-09-20 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
1.63 |
| Historic volatility: |
0.33 |
| Parity: |
3.09 |
| Time value: |
0.21 |
| Break-even: |
68.00 |
| Moneyness: |
1.88 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.90% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
1.83 |
| Rho: |
0.04 |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
3.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.50% |
| 1 Month |
|
|
-1.81% |
| 3 Months |
|
|
+46.40% |
| YTD |
|
|
+87.86% |
| 1 Year |
|
|
+450.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
3.23 |
| 1M High / 1M Low: |
3.65 |
2.94 |
| 6M High / 6M Low: |
3.65 |
1.03 |
| High (YTD): |
2024-04-12 |
3.65 |
| Low (YTD): |
2024-01-15 |
1.45 |
| 52W High: |
2024-04-12 |
3.65 |
| 52W Low: |
2023-05-12 |
0.53 |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
89.99% |
| Volatility 6M: |
|
86.85% |
| Volatility 1Y: |
|
108.46% |
| Volatility 3Y: |
|
- |
