Citi Call 260 AMG 20.06.2024
/ DE000KG56XC1
Citi Call 260 AMG 20.06.2024/ DE000KG56XC1 /
| 2024-05-17 9:14:10 AM |
Chg.-0.13 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.20EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
260.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG56XC |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.22 |
| Parity: |
2.75 |
| Time value: |
2.27 |
| Break-even: |
310.20 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.10 |
| Spread %: |
2.03% |
| Delta: |
0.69 |
| Theta: |
-0.50 |
| Omega: |
3.94 |
| Rho: |
0.13 |
Quote data
| Open: |
5.20 |
| High: |
5.20 |
| Low: |
5.20 |
| Previous Close: |
5.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.12% |
| 1 Month |
|
|
+303.10% |
| 3 Months |
|
|
+66.13% |
| YTD |
|
|
+49.43% |
| 1 Year |
|
|
+465.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.33 |
4.40 |
| 1M High / 1M Low: |
5.33 |
1.29 |
| 6M High / 6M Low: |
6.26 |
1.29 |
| High (YTD): |
2024-02-02 |
6.26 |
| Low (YTD): |
2024-04-19 |
1.29 |
| 52W High: |
2024-02-02 |
6.26 |
| 52W Low: |
2023-07-07 |
0.58 |
| Avg. price 1W: |
|
4.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
64.98 |
| Avg. price 1Y: |
|
2.49 |
| Avg. volume 1Y: |
|
81.74 |
| Volatility 1M: |
|
584.22% |
| Volatility 6M: |
|
262.41% |
| Volatility 1Y: |
|
223.50% |
| Volatility 3Y: |
|
- |
