Citi Call 390 LLY 20.06.2024/  DE000KG578E8  /

Frankfurt Zert./CITI
2024-06-07  7:34:17 PM Chg.+1.920 Bid9:59:57 PM Ask- Underlying Strike price Expiration date Option type
42.960EUR +4.68% 42.610
Bid Size: 1,700
-
Ask Size: -
ELI LILLY 390.00 - 2024-06-20 Call
 

Master data

WKN: KG578E
Issuer: Citi
Currency: EUR
Underlying: ELI LILLY
Type: Warrant
Option type: Call
Strike price: 390.00 -
Maturity: 2024-06-20
Issue date: 2022-07-05
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.85
Leverage: Yes

Calculated values

Fair value: 39.74
Intrinsic value: 39.69
Implied volatility: 3.77
Historic volatility: 0.27
Parity: 39.69
Time value: 2.92
Break-even: 816.10
Moneyness: 2.02
Premium: 0.04
Premium p.a.: 2.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -3.52
Omega: 1.69
Rho: 0.10
 

Quote data

Open: 41.030
High: 42.960
Low: 41.030
Previous Close: 41.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.29%
1 Month  
+18.90%
3 Months  
+26.65%
YTD  
+132.47%
1 Year  
+388.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 42.960 40.230
1M High / 1M Low: 42.960 33.860
6M High / 6M Low: 42.960 17.420
High (YTD): 2024-06-07 42.960
Low (YTD): 2024-01-02 19.080
52W High: 2024-06-07 42.960
52W Low: 2023-07-13 7.610
Avg. price 1W:   41.154
Avg. volume 1W:   0.000
Avg. price 1M:   37.947
Avg. volume 1M:   0.000
Avg. price 6M:   31.079
Avg. volume 6M:   0.000
Avg. price 1Y:   23.133
Avg. volume 1Y:   7.422
Volatility 1M:   41.88%
Volatility 6M:   61.39%
Volatility 1Y:   83.65%
Volatility 3Y:   -