Citi Call 15.5 DBK 20.06.2024
/ DE000KG4SFN5
Citi Call 15.5 DBK 20.06.2024/ DE000KG4SFN5 /
| 2024-04-29 7:25:17 PM |
Chg.-0.860 |
Bid9:59:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-65.65% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
15.50 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG4SFN |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-06-21 |
| Last trading day: |
2024-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
1.03 |
| Time value: |
0.36 |
| Break-even: |
16.89 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.11 |
| Spread %: |
8.59% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
9.01 |
| Rho: |
0.02 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.440 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.73% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+462.50% |
| YTD |
|
|
+136.84% |
| 1 Year |
|
|
+60.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.450 |
| 1M High / 1M Low: |
1.310 |
0.310 |
| 6M High / 6M Low: |
1.310 |
0.030 |
| High (YTD): |
2024-04-26 |
1.310 |
| Low (YTD): |
2024-02-26 |
0.030 |
| 52W High: |
2024-04-26 |
1.310 |
| 52W Low: |
2024-02-26 |
0.030 |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.156 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
556.87% |
| Volatility 6M: |
|
331.76% |
| Volatility 1Y: |
|
269.85% |
| Volatility 3Y: |
|
- |
