Citi Call 380 LLY 20.06.2024
/ DE000KG578D0
Citi Call 380 LLY 20.06.2024/ DE000KG578D0 /
2024-06-07 7:29:21 PM |
Chg.+1.810 |
Bid9:59:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
43.760EUR |
+4.31% |
43.580 Bid Size: 1,700 |
- Ask Size: - |
ELI LILLY |
380.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KG578D |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2022-07-05 |
Last trading day: |
2024-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
40.74 |
Intrinsic value: |
40.69 |
Implied volatility: |
3.08 |
Historic volatility: |
0.27 |
Parity: |
40.69 |
Time value: |
1.39 |
Break-even: |
800.80 |
Moneyness: |
2.07 |
Premium: |
0.02 |
Premium p.a.: |
0.70 |
Spread abs.: |
-1.48 |
Spread %: |
-3.40% |
Delta: |
0.94 |
Theta: |
-2.12 |
Omega: |
1.76 |
Rho: |
0.11 |
Quote data
Open: |
41.960 |
High: |
43.870 |
Low: |
41.960 |
Previous Close: |
41.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.86% |
1 Month |
|
|
+18.08% |
3 Months |
|
|
+25.67% |
YTD |
|
|
+126.74% |
1 Year |
|
|
+365.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
43.760 |
41.150 |
1M High / 1M Low: |
43.760 |
34.780 |
6M High / 6M Low: |
43.760 |
18.220 |
High (YTD): |
2024-06-07 |
43.760 |
Low (YTD): |
2024-01-02 |
19.940 |
52W High: |
2024-06-07 |
43.760 |
52W Low: |
2023-07-13 |
8.170 |
Avg. price 1W: |
|
42.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
38.858 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
31.976 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
23.961 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
40.65% |
Volatility 6M: |
|
60.21% |
Volatility 1Y: |
|
81.32% |
Volatility 3Y: |
|
- |