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Citi Call 170 PEP 20.06.2024/  DE000KG58HY4  /

Frankfurt Zert./CITI
23/05/2024  11:08:15 Chg.0.000 Bid23/05/2024 Ask- Underlying Strike price Expiration date Option type
1.090EUR 0.00% 1.090
Bid Size: 25,000		 -
Ask Size: -		 PEPSICO INC. DL-... 170.00 - 20/06/2024 Call
 

Master data

WKN: KG58HY
Issuer: Citi
Currency: EUR
Underlying: PEPSICO INC. DL-,0166
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 20/06/2024
Issue date: 06/07/2022
Last trading day: 19/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.17
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.15
Parity: -0.18
Time value: 1.04
Break-even: 180.40
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 1.49
Spread abs.: -0.11
Spread %: -9.57%
Delta: 0.51
Theta: -0.20
Omega: 8.31
Rho: 0.06
 

Quote data

Open: 1.110
High: 1.110
Low: 1.090
Previous Close: 1.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.63%
1 Month  
+84.75%
3 Months  
+91.23%
YTD  
+31.33%
1 Year
  -55.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.990
1M High / 1M Low: 1.200 0.590
6M High / 6M Low: 1.200 0.320
High (YTD): 17/05/2024 1.200
Low (YTD): 07/03/2024 0.320
52W High: 26/07/2023 2.670
52W Low: 07/03/2024 0.320
Avg. price 1W:   1.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.899
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   1.230
Avg. volume 1Y:   0.000
Volatility 1M:   209.45%
Volatility 6M:   219.90%
Volatility 1Y:   172.19%
Volatility 3Y:   -