Citi Call 470 LLY 20.06.2024
/ DE000KG578N9
Citi Call 470 LLY 20.06.2024/ DE000KG578N9 /
| 2024-05-31 7:29:22 PM |
Chg.-0.350 |
Bid9:59:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 31.940EUR |
-1.08% |
32.430
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: |
2.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
28.71 |
| Intrinsic value: |
28.62 |
| Implied volatility: |
2.44 |
| Historic volatility: |
0.27 |
| Parity: |
28.62 |
| Time value: |
3.59 |
| Break-even: |
792.10 |
| Moneyness: |
1.61 |
| Premium: |
0.05 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
-0.17 |
| Spread %: |
-0.53% |
| Delta: |
0.87 |
| Theta: |
-2.35 |
| Omega: |
2.05 |
| Rho: |
0.18 |
Quote data
| Open: |
31.910 |
| High: |
32.660 |
| Low: |
31.900 |
| Previous Close: |
32.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.82% |
| 1 Month |
|
|
+9.99% |
| 3 Months |
|
|
+10.48% |
| YTD |
|
|
+160.31% |
| 1 Year |
|
|
+658.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
32.290 |
30.810 |
| 1M High / 1M Low: |
32.290 |
25.170 |
| 6M High / 6M Low: |
32.290 |
11.330 |
| High (YTD): |
2024-05-30 |
32.290 |
| Low (YTD): |
2024-01-02 |
12.740 |
| 52W High: |
2024-05-30 |
32.290 |
| 52W Low: |
2023-07-13 |
3.550 |
| Avg. price 1W: |
|
31.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
29.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
23.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
16.272 |
| Avg. volume 1Y: |
|
2.734 |
| Volatility 1M: |
|
64.96% |
| Volatility 6M: |
|
80.29% |
| Volatility 1Y: |
|
123.54% |
| Volatility 3Y: |
|
- |
