Citi Call 170 PEP 20.06.2024
/ DE000KG58HY4
Citi Call 170 PEP 20.06.2024/ DE000KG58HY4 /
| 2024-05-23 9:14:02 AM |
Chg.+0.06 |
Bid10:44:43 AM |
Ask10:44:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+5.77% |
1.09
Bid Size: 25,000 |
-
Ask Size: - |
PEPSICO INC. DL-... |
170.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG58HY |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-06 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
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: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.88% |
| 1 Month |
|
|
+23.60% |
| 3 Months |
|
|
+107.55% |
| YTD |
|
|
+29.41% |
| 1 Year |
|
|
-55.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.91 |
| 1M High / 1M Low: |
1.24 |
0.45 |
| 6M High / 6M Low: |
1.24 |
0.30 |
| High (YTD): |
2024-05-17 |
1.24 |
| Low (YTD): |
2024-03-06 |
0.30 |
| 52W High: |
2023-07-26 |
2.68 |
| 52W Low: |
2024-03-06 |
0.30 |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.23 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
411.88% |
| Volatility 6M: |
|
248.59% |
| Volatility 1Y: |
|
190.58% |
| Volatility 3Y: |
|
- |
