Citi Call 240 CAT1 20.06.2024
/ DE000KG571L8
Citi Call 240 CAT1 20.06.2024/ DE000KG571L8 /
| 03/06/2024 19:28:43 |
Chg.-0.880 |
Bid21:59:58 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.140EUR |
-9.76% |
-
Bid Size: - |
-
Ask Size: - |
CATERPILLAR INC. ... |
240.00 - |
20/06/2024 |
Call |
Master data
| WKN: |
KG571L |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
20/06/2024 |
| Issue date: |
05/07/2022 |
| Last trading day: |
04/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.54 |
| Intrinsic value: |
6.52 |
| Implied volatility: |
2.50 |
| Historic volatility: |
0.24 |
| Parity: |
6.52 |
| Time value: |
1.94 |
| Break-even: |
324.60 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
8.51 |
| Spread abs.: |
0.06 |
| Spread %: |
0.71% |
| Delta: |
0.79 |
| Theta: |
-1.86 |
| Omega: |
2.83 |
| Rho: |
0.04 |
Quote data
| Open: |
9.170 |
| High: |
9.300 |
| Low: |
7.950 |
| Previous Close: |
9.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-24.77% |
| 3 Months |
|
|
-12.38% |
| YTD |
|
|
+41.07% |
| 1 Year |
|
|
+219.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.140 |
8.140 |
| 1M High / 1M Low: |
11.340 |
8.140 |
| 6M High / 6M Low: |
12.980 |
3.120 |
| High (YTD): |
05/04/2024 |
12.980 |
| Low (YTD): |
17/01/2024 |
4.250 |
| 52W High: |
05/04/2024 |
12.980 |
| 52W Low: |
31/10/2023 |
1.760 |
| Avg. price 1W: |
|
8.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.508 |
| Avg. volume 6M: |
|
162.500 |
| Avg. price 1Y: |
|
6.092 |
| Avg. volume 1Y: |
|
117.600 |
| Volatility 1M: |
|
65.54% |
| Volatility 6M: |
|
95.53% |
| Volatility 1Y: |
|
111.33% |
| Volatility 3Y: |
|
- |
