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Citi Call 520 LLY 20.06.2024/  DE000KG578T6  /

Frankfurt Zert./CITI
2024-06-07  7:36:47 PM Chg.+1.890 Bid9:59:25 PM Ask- Underlying Strike price Expiration date Option type
30.950EUR +6.50% 30.640
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: 2.69
Leverage: Yes

Calculated values

Fair value: 26.75
Intrinsic value: 26.69
Implied volatility: 2.41
Historic volatility: 0.27
Parity: 26.69
Time value: 2.57
Break-even: 812.60
Moneyness: 1.51
Premium: 0.03
Premium p.a.: 1.66
Spread abs.: -1.36
Spread %: -4.44%
Delta: 0.88
Theta: -2.92
Omega: 2.36
Rho: 0.13
 

Quote data

Open: 29.120
High: 31.190
Low: 29.120
Previous Close: 29.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.25%
1 Month  
+28.32%
3 Months  
+38.11%
YTD  
+248.54%
1 Year  
+1025.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 30.950 28.320
1M High / 1M Low: 30.950 21.890
6M High / 6M Low: 30.950 8.030
High (YTD): 2024-06-07 30.950
Low (YTD): 2024-01-02 9.290
52W High: 2024-06-07 30.950
52W Low: 2023-07-13 1.930
Avg. price 1W:   29.220
Avg. volume 1W:   0.000
Avg. price 1M:   26.000
Avg. volume 1M:   0.000
Avg. price 6M:   19.748
Avg. volume 6M:   0.000
Avg. price 1Y:   13.316
Avg. volume 1Y:   0.000
Volatility 1M:   61.87%
Volatility 6M:   94.96%
Volatility 1Y:   153.72%
Volatility 3Y:   -