Citi Call 380 LLY 20.06.2024
/ DE000KG578D0
Citi Call 380 LLY 20.06.2024/ DE000KG578D0 /
| 2024-05-31 7:33:20 PM |
Chg.-0.390 |
Bid9:59:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 40.200EUR |
-0.96% |
40.710
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: |
1.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
37.69 |
| Intrinsic value: |
37.62 |
| Implied volatility: |
3.05 |
| Historic volatility: |
0.27 |
| Parity: |
37.62 |
| Time value: |
3.12 |
| Break-even: |
787.40 |
| Moneyness: |
1.99 |
| Premium: |
0.04 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-2.29 |
| Omega: |
1.69 |
| Rho: |
0.15 |
Quote data
| Open: |
40.210 |
| High: |
40.690 |
| Low: |
40.120 |
| Previous Close: |
40.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.44% |
| 1 Month |
|
|
+7.26% |
| 3 Months |
|
|
+8.41% |
| YTD |
|
|
+108.29% |
| 1 Year |
|
|
+354.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
40.590 |
39.060 |
| 1M High / 1M Low: |
40.590 |
33.460 |
| 6M High / 6M Low: |
40.590 |
18.220 |
| High (YTD): |
2024-05-30 |
40.590 |
| Low (YTD): |
2024-01-02 |
19.940 |
| 52W High: |
2024-05-30 |
40.590 |
| 52W Low: |
2023-07-13 |
8.170 |
| Avg. price 1W: |
|
39.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
37.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
31.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
23.321 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
50.44% |
| Volatility 6M: |
|
60.69% |
| Volatility 1Y: |
|
81.53% |
| Volatility 3Y: |
|
- |
