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Citi Call 160 PEP 20.06.2024/  DE000KG58HX6  /

Frankfurt Zert./CITI
2024-05-23  11:01:42 AM Chg.+0.010 Bid11:30:01 AM Ask- Underlying Strike price Expiration date Option type
2.010EUR +0.50% 2.010
Bid Size: 25,000		 -
Ask Size: -		 PEPSICO INC. DL-... 160.00 - 2024-06-20 Call
 

Master data

WKN: KG58HX
Issuer: Citi
Currency: EUR
Underlying: PEPSICO INC. DL-,0166
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-20
Issue date: 2022-07-06
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.13
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.82
Implied volatility: 0.89
Historic volatility: 0.15
Parity: 0.82
Time value: 1.25
Break-even: 180.70
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 1.54
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.63
Theta: -0.29
Omega: 5.14
Rho: 0.07
 

Quote data

Open: 2.030
High: 2.030
Low: 2.010
Previous Close: 2.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.37%
1 Month  
+52.27%
3 Months  
+71.79%
YTD  
+41.55%
1 Year
  -35.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.910
1M High / 1M Low: 2.110 1.320
6M High / 6M Low: 2.110 0.800
High (YTD): 2024-05-17 2.110
Low (YTD): 2024-03-07 0.800
52W High: 2023-07-26 3.430
52W Low: 2024-03-07 0.800
Avg. price 1W:   2.008
Avg. volume 1W:   0.000
Avg. price 1M:   1.750
Avg. volume 1M:   0.000
Avg. price 6M:   1.339
Avg. volume 6M:   1.815
Avg. price 1Y:   1.871
Avg. volume 1Y:   2.843
Volatility 1M:   119.22%
Volatility 6M:   142.66%
Volatility 1Y:   118.79%
Volatility 3Y:   -