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Citi Call 640 LLY 20.06.2024/  DE000KH03S89  /

Frankfurt Zert./CITI
2024-05-31  7:25:31 PM Chg.-0.350 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
16.340EUR -2.10% 16.860
Bid Size: 1,700		 17.000
Ask Size: 200		 ELI LILLY 640.00 - 2024-06-20 Call
 

Master data

WKN: KH03S8
Issuer: Citi
Currency: EUR
Underlying: ELI LILLY
Type: Warrant
Option type: Call
Strike price: 640.00 -
Maturity: 2024-06-20
Issue date: 2022-11-09
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.45
Leverage: Yes

Calculated values

Fair value: 11.75
Intrinsic value: 11.62
Implied volatility: 1.60
Historic volatility: 0.27
Parity: 11.62
Time value: 5.38
Break-even: 810.00
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 2.75
Spread abs.: 0.14
Spread %: 0.83%
Delta: 0.74
Theta: -2.39
Omega: 3.29
Rho: 0.20
 

Quote data

Open: 16.260
High: 17.070
Low: 16.260
Previous Close: 16.690
Turnover: 3,394
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.61%
1 Month  
+20.41%
3 Months  
+13.87%
YTD  
+413.84%
1 Year  
+2493.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.690 15.340
1M High / 1M Low: 16.690 9.870
6M High / 6M Low: 16.690 2.840
High (YTD): 2024-05-30 16.690
Low (YTD): 2024-01-02 3.380
52W High: 2024-05-30 16.690
52W Low: 2023-07-13 0.370
Avg. price 1W:   16.048
Avg. volume 1W:   60
Avg. price 1M:   13.677
Avg. volume 1M:   163.636
Avg. price 6M:   9.924
Avg. volume 6M:   664.480
Avg. price 1Y:   6.190
Avg. volume 1Y:   699.078
Volatility 1M:   143.46%
Volatility 6M:   159.79%
Volatility 1Y:   250.70%
Volatility 3Y:   -