Citi Call 360 LLY 20.06.2024
/ DE000KG578B4
Citi Call 360 LLY 20.06.2024/ DE000KG578B4 /
| 2024-05-31 7:39:11 PM |
Chg.-0.430 |
Bid9:59:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 41.920EUR |
-1.02% |
42.490
Bid Size: 1,700 |
-
Ask Size: - |
ELI LILLY |
360.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG578B |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
39.69 |
| Intrinsic value: |
39.62 |
| Implied volatility: |
3.19 |
| Historic volatility: |
0.27 |
| Parity: |
39.62 |
| Time value: |
2.96 |
| Break-even: |
785.80 |
| Moneyness: |
2.10 |
| Premium: |
0.04 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-2.23 |
| Omega: |
1.63 |
| Rho: |
0.14 |
Quote data
| Open: |
42.040 |
| High: |
42.560 |
| Low: |
41.920 |
| Previous Close: |
42.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.16% |
| 1 Month |
|
|
+6.26% |
| 3 Months |
|
|
+7.79% |
| YTD |
|
|
+99.62% |
| 1 Year |
|
|
+313.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
42.350 |
41.010 |
| 1M High / 1M Low: |
42.350 |
35.400 |
| 6M High / 6M Low: |
42.350 |
19.860 |
| High (YTD): |
2024-05-30 |
42.350 |
| Low (YTD): |
2024-01-02 |
21.670 |
| 52W High: |
2024-05-30 |
42.350 |
| 52W Low: |
2023-07-13 |
9.540 |
| Avg. price 1W: |
|
41.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
39.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
32.917 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
24.998 |
| Avg. volume 1Y: |
|
7.496 |
| Volatility 1M: |
|
46.50% |
| Volatility 6M: |
|
57.08% |
| Volatility 1Y: |
|
75.50% |
| Volatility 3Y: |
|
- |
