Citi Call 57.5 WDC 20.06.2024
/ DE000KH9MNA7
Citi Call 57.5 WDC 20.06.2024/ DE000KH9MNA7 /
| 2024-04-09 8:02:21 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
57.50 - |
2024-06-20 |
Call |
Master data
| WKN: |
KH9MNA |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.33 |
| Parity: |
0.84 |
| Time value: |
0.72 |
| Break-even: |
73.10 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
-0.18 |
| Spread %: |
-10.34% |
| Delta: |
0.71 |
| Theta: |
-0.11 |
| Omega: |
2.98 |
| Rho: |
0.04 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.59 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.14% |
| 3 Months |
|
|
+158.33% |
| YTD |
|
|
+307.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.59 |
1.37 |
| 6M High / 6M Low: |
1.59 |
0.15 |
| High (YTD): |
2024-04-08 |
1.59 |
| Low (YTD): |
2024-01-15 |
0.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.67% |
| Volatility 6M: |
|
221.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
