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Citi Call 570 LLY 20.06.2024/  DE000KG578Y6  /

Frankfurt Zert./CITI
2024-06-07  7:36:36 PM Chg.+1.800 Bid9:59:54 PM Ask- Underlying Strike price Expiration date Option type
26.330EUR +7.34% 25.980
Bid Size: 1,700		 -
Ask Size: -		 ELI LILLY 570.00 - 2024-06-20 Call
 

Master data

WKN: KG578Y
Issuer: Citi
Currency: EUR
Underlying: ELI LILLY
Type: Warrant
Option type: Call
Strike price: 570.00 -
Maturity: 2024-06-20
Issue date: 2022-07-05
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.03
Leverage: Yes

Calculated values

Fair value: 21.76
Intrinsic value: 21.69
Implied volatility: 2.51
Historic volatility: 0.27
Parity: 21.69
Time value: 4.28
Break-even: 829.70
Moneyness: 1.38
Premium: 0.05
Premium p.a.: 4.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -3.87
Omega: 2.50
Rho: 0.13
 

Quote data

Open: 24.530
High: 26.440
Low: 24.530
Previous Close: 24.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.84%
1 Month  
+35.51%
3 Months  
+45.31%
YTD  
+335.21%
1 Year  
+1577.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 26.330 23.740
1M High / 1M Low: 26.330 17.320
6M High / 6M Low: 26.330 5.430
High (YTD): 2024-06-07 26.330
Low (YTD): 2024-01-02 6.370
52W High: 2024-06-07 26.330
52W Low: 2023-07-13 1.010
Avg. price 1W:   24.630
Avg. volume 1W:   0.000
Avg. price 1M:   21.410
Avg. volume 1M:   0.000
Avg. price 6M:   15.682
Avg. volume 6M:   0.000
Avg. price 1Y:   10.188
Avg. volume 1Y:   0.000
Volatility 1M:   74.69%
Volatility 6M:   116.03%
Volatility 1Y:   196.48%
Volatility 3Y:   -