Citi Call 115 6MK 20.06.2024
/ DE000KG589Y3
Citi Call 115 6MK 20.06.2024/ DE000KG589Y3 /
2024-04-09 9:31:22 AM |
Chg.+0.070 |
Bid2:57:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.280EUR |
+5.79% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
115.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KG589Y |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2022-07-06 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.56 |
Historic volatility: |
0.16 |
Parity: |
0.52 |
Time value: |
0.76 |
Break-even: |
127.80 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.06 |
Spread %: |
4.92% |
Delta: |
0.63 |
Theta: |
-0.10 |
Omega: |
5.95 |
Rho: |
0.09 |
Quote data
Open: |
1.240 |
High: |
1.280 |
Low: |
1.240 |
Previous Close: |
1.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-18.47% |
3 Months |
|
|
-6.57% |
YTD |
|
|
+255.56% |
1 Year |
|
|
-1.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.570 |
1.210 |
6M High / 6M Low: |
1.720 |
0.160 |
High (YTD): |
2024-03-27 |
1.720 |
Low (YTD): |
2024-01-02 |
0.560 |
52W High: |
2024-03-27 |
1.720 |
52W Low: |
2023-11-29 |
0.160 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.392 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.809 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.758 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
121.40% |
Volatility 6M: |
|
172.34% |
Volatility 1Y: |
|
158.16% |
Volatility 3Y: |
|
- |