Citi Call 140 CMC 20.06.2024
/ DE000KG57GA8
Citi Call 140 CMC 20.06.2024/ DE000KG57GA8 /
| 2024-05-27 9:17:45 AM |
Chg.+0.32 |
Bid4:38:52 PM |
Ask4:38:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.60EUR |
+6.06% |
5.74
Bid Size: 150,000 |
-
Ask Size: - |
JPMORGAN CHASE ... |
140.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG57GA |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
1.70 |
| Historic volatility: |
0.15 |
| Parity: |
4.50 |
| Time value: |
1.12 |
| Break-even: |
196.20 |
| Moneyness: |
1.32 |
| Premium: |
0.06 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.47 |
| Omega: |
2.65 |
| Rho: |
0.06 |
Quote data
| Open: |
5.60 |
| High: |
5.60 |
| Low: |
5.60 |
| Previous Close: |
5.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
+11.55% |
| 3 Months |
|
|
+35.27% |
| YTD |
|
|
+85.43% |
| 1 Year |
|
|
+300.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.08 |
5.21 |
| 1M High / 1M Low: |
6.08 |
4.77 |
| 6M High / 6M Low: |
6.08 |
1.78 |
| High (YTD): |
2024-05-20 |
6.08 |
| Low (YTD): |
2024-01-18 |
2.73 |
| 52W High: |
2024-05-20 |
6.08 |
| 52W Low: |
2023-10-27 |
1.05 |
| Avg. price 1W: |
|
5.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.07% |
| Volatility 6M: |
|
69.37% |
| Volatility 1Y: |
|
82.59% |
| Volatility 3Y: |
|
- |
