Citi Call 420 GOS 20.06.2024
/ DE000KG57CN0
Citi Call 420 GOS 20.06.2024/ DE000KG57CN0 /
2024-04-09 9:26:58 AM |
Chg.-0.050 |
Bid2:58:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.290EUR |
-3.73% |
- Bid Size: - |
- Ask Size: - |
GOLDMAN SACHS GRP IN... |
420.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KG57CN |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
GOLDMAN SACHS GRP INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2022-07-05 |
Last trading day: |
2024-04-10 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.20 |
Parity: |
-2.72 |
Time value: |
1.31 |
Break-even: |
433.10 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.36 |
Theta: |
-0.21 |
Omega: |
10.90 |
Rho: |
0.19 |
Quote data
Open: |
1.290 |
High: |
1.290 |
Low: |
1.290 |
Previous Close: |
1.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-19.88% |
3 Months |
|
|
+118.64% |
YTD |
|
|
+12.17% |
1 Year |
|
|
+13.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.610 |
1.240 |
6M High / 6M Low: |
1.610 |
0.090 |
High (YTD): |
2024-03-28 |
1.610 |
Low (YTD): |
2024-03-18 |
0.570 |
52W High: |
2024-03-28 |
1.610 |
52W Low: |
2023-10-27 |
0.060 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.376 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.722 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.615 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
165.52% |
Volatility 6M: |
|
369.72% |
Volatility 1Y: |
|
298.73% |
Volatility 3Y: |
|
- |