Citi Call 35 WDC 20.06.2024
/ DE000KG804P4
Citi Call 35 WDC 20.06.2024/ DE000KG804P4 /
| 2024-05-21 9:16:28 AM |
Chg.- |
Bid9:00:00 AM |
Ask9:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.48EUR |
- |
3.56
Bid Size: 15,000 |
-
Ask Size: - |
Western Digital Corp... |
35.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG804P |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-09-20 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
2.31 |
| Historic volatility: |
0.31 |
| Parity: |
3.23 |
| Time value: |
0.27 |
| Break-even: |
70.00 |
| Moneyness: |
1.92 |
| Premium: |
0.04 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.13 |
| Omega: |
1.74 |
| Rho: |
0.02 |
Quote data
| Open: |
3.48 |
| High: |
3.48 |
| Low: |
3.48 |
| Previous Close: |
3.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.97% |
| 1 Month |
|
|
+18.37% |
| 3 Months |
|
|
+86.10% |
| YTD |
|
|
+101.16% |
| 1 Year |
|
|
+286.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.74 |
3.48 |
| 1M High / 1M Low: |
3.74 |
2.94 |
| 6M High / 6M Low: |
3.74 |
1.22 |
| High (YTD): |
2024-05-16 |
3.74 |
| Low (YTD): |
2024-01-15 |
1.45 |
| 52W High: |
2024-05-16 |
3.74 |
| 52W Low: |
2023-07-06 |
0.70 |
| Avg. price 1W: |
|
3.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.83% |
| Volatility 6M: |
|
85.29% |
| Volatility 1Y: |
|
96.86% |
| Volatility 3Y: |
|
- |
