Citi Call 360 DCO 20.06.2024
/ DE000KG575Y2
Citi Call 360 DCO 20.06.2024/ DE000KG575Y2 /
| 2024-04-09 9:30:45 AM |
Chg.-0.090 |
Bid2:58:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.370EUR |
-1.65% |
-
Bid Size: - |
-
Ask Size: - |
DEERE CO. ... |
360.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG575Y |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.21 |
| Parity: |
0.16 |
| Time value: |
5.28 |
| Break-even: |
414.40 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.58 |
| Theta: |
-0.55 |
| Omega: |
3.88 |
| Rho: |
0.21 |
Quote data
| Open: |
5.380 |
| High: |
5.380 |
| Low: |
5.370 |
| Previous Close: |
5.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.95% |
| 3 Months |
|
|
+12.82% |
| YTD |
|
|
+0.19% |
| 1 Year |
|
|
-15.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.460 |
4.840 |
| 6M High / 6M Low: |
5.670 |
1.990 |
| High (YTD): |
2024-01-02 |
5.670 |
| Low (YTD): |
2024-02-21 |
1.990 |
| 52W High: |
2023-07-25 |
10.460 |
| 52W Low: |
2024-02-21 |
1.990 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.018 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.553 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
45.72% |
| Volatility 6M: |
|
145.33% |
| Volatility 1Y: |
|
122.41% |
| Volatility 3Y: |
|
- |
