Citi Call 160 PEP 20.06.2024
/ DE000KG58HX6
Citi Call 160 PEP 20.06.2024/ DE000KG58HX6 /
| 2024-05-22 9:15:19 AM |
Chg.- |
Bid8:25:36 AM |
Ask8:25:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
- |
-
Bid Size: - |
-
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: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.94% |
| 1 Month |
|
|
+16.77% |
| 3 Months |
|
|
+75.68% |
| YTD |
|
|
+35.42% |
| 1 Year |
|
|
-38.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.79 |
| 1M High / 1M Low: |
2.15 |
1.12 |
| 6M High / 6M Low: |
2.15 |
0.77 |
| High (YTD): |
2024-05-17 |
2.15 |
| Low (YTD): |
2024-03-06 |
0.77 |
| 52W High: |
2023-07-26 |
3.43 |
| 52W Low: |
2024-03-06 |
0.77 |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.87 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
234.71% |
| Volatility 6M: |
|
159.25% |
| Volatility 1Y: |
|
127.98% |
| Volatility 3Y: |
|
- |
