Citi Call 380 GOS 20.06.2024
/ DE000KG57CL4
Citi Call 380 GOS 20.06.2024/ DE000KG57CL4 /
| 2024-04-09 9:32:23 AM |
Chg.-0.090 |
Bid2:58:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.520EUR |
-2.49% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
380.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG57CL |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-04-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
1.93 |
| Time value: |
1.63 |
| Break-even: |
415.60 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.23 |
| Omega: |
7.52 |
| Rho: |
0.33 |
Quote data
| Open: |
3.530 |
| High: |
3.530 |
| Low: |
3.520 |
| Previous Close: |
3.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.87% |
| 3 Months |
|
|
+82.38% |
| YTD |
|
|
+29.41% |
| 1 Year |
|
|
+52.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.870 |
3.400 |
| 6M High / 6M Low: |
4.040 |
0.340 |
| High (YTD): |
2024-03-28 |
4.040 |
| Low (YTD): |
2024-02-14 |
1.920 |
| 52W High: |
2024-03-28 |
4.040 |
| 52W Low: |
2023-10-27 |
0.250 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.038 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.626 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
127.07% |
| Volatility 6M: |
|
238.02% |
| Volatility 1Y: |
|
207.88% |
| Volatility 3Y: |
|
- |
