Citi Call 62.5 WDC 19.09.2024
/ DE000KJ2VN43
Citi Call 62.5 WDC 19.09.2024/ DE000KJ2VN43 /
| 2024-06-03 9:19:05 AM |
Chg.+0.06 |
Bid2:40:08 PM |
Ask2:40:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+4.41% |
1.48
Bid Size: 40,000 |
-
Ask Size: - |
Western Digital Corp... |
62.50 USD |
2024-09-19 |
Call |
Master data
| WKN: |
KJ2VN4 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.50 USD |
| Maturity: |
2024-09-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
1.18 |
| Time value: |
0.18 |
| Break-even: |
71.19 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
-0.07 |
| Spread %: |
-4.90% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
4.36 |
| Rho: |
0.14 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
+26.79% |
| 3 Months |
|
|
+129.03% |
| YTD |
|
|
+294.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.36 |
| 1M High / 1M Low: |
1.56 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-30 |
1.56 |
| Low (YTD): |
2024-01-15 |
0.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
