Citi Call 470 LLY 20.06.2024
/ DE000KG578N9
Citi Call 470 LLY 20.06.2024/ DE000KG578N9 /
2024-06-07 7:27:11 PM |
Chg.+1.850 |
Bid9:59:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
35.500EUR |
+5.50% |
35.250 Bid Size: 1,700 |
- Ask Size: - |
ELI LILLY |
470.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KG578N |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
470.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2022-07-05 |
Last trading day: |
2024-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
31.75 |
Intrinsic value: |
31.69 |
Implied volatility: |
3.19 |
Historic volatility: |
0.27 |
Parity: |
31.69 |
Time value: |
3.53 |
Break-even: |
822.20 |
Moneyness: |
1.67 |
Premium: |
0.04 |
Premium p.a.: |
2.80 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.88 |
Theta: |
-3.79 |
Omega: |
1.97 |
Rho: |
0.11 |
Quote data
Open: |
33.700 |
High: |
35.500 |
Low: |
33.700 |
Previous Close: |
33.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.15% |
1 Month |
|
|
+23.74% |
3 Months |
|
|
+32.22% |
YTD |
|
|
+189.32% |
1 Year |
|
|
+680.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
35.500 |
32.940 |
1M High / 1M Low: |
35.500 |
26.470 |
6M High / 6M Low: |
35.500 |
11.330 |
High (YTD): |
2024-06-07 |
35.500 |
Low (YTD): |
2024-01-02 |
12.740 |
52W High: |
2024-06-07 |
35.500 |
52W Low: |
2023-07-13 |
3.550 |
Avg. price 1W: |
|
33.790 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
30.567 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
24.013 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
16.844 |
Avg. volume 1Y: |
|
2.734 |
Volatility 1M: |
|
51.91% |
Volatility 6M: |
|
79.43% |
Volatility 1Y: |
|
123.13% |
Volatility 3Y: |
|
- |