Citi Call 520 LLY 20.06.2024
/ DE000KG578T6
Citi Call 520 LLY 20.06.2024/ DE000KG578T6 /
| 2024-05-31 7:34:04 PM |
Chg.-0.390 |
Bid9:59:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 27.330EUR |
-1.41% |
27.780
Bid Size: 1,700 |
-
Ask Size: - |
ELI LILLY |
520.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG578T |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.72 |
| Intrinsic value: |
23.62 |
| Implied volatility: |
2.22 |
| Historic volatility: |
0.27 |
| Parity: |
23.62 |
| Time value: |
4.25 |
| Break-even: |
798.70 |
| Moneyness: |
1.45 |
| Premium: |
0.06 |
| Premium p.a.: |
1.86 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-2.49 |
| Omega: |
2.28 |
| Rho: |
0.19 |
Quote data
| Open: |
27.330 |
| High: |
28.210 |
| Low: |
27.230 |
| Previous Close: |
27.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
+11.96% |
| 3 Months |
|
|
+11.92% |
| YTD |
|
|
+207.77% |
| 1 Year |
|
|
+988.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
27.720 |
26.270 |
| 1M High / 1M Low: |
27.720 |
20.700 |
| 6M High / 6M Low: |
27.720 |
8.030 |
| High (YTD): |
2024-05-30 |
27.720 |
| Low (YTD): |
2024-01-02 |
9.290 |
| 52W High: |
2024-05-30 |
27.720 |
| 52W Low: |
2023-07-13 |
1.930 |
| Avg. price 1W: |
|
27.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
24.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
18.977 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
12.798 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.56% |
| Volatility 6M: |
|
95.93% |
| Volatility 1Y: |
|
154.26% |
| Volatility 3Y: |
|
- |
