Citi Call 525 CTO 20.06.2024
/ DE000KG57433
Citi Call 525 CTO 20.06.2024/ DE000KG57433 /
2024-05-21 9:16:49 AM |
Chg.- |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
25.06EUR |
- |
- Bid Size: - |
- Ask Size: - |
COSTCO WHOLESALE DL... |
525.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KG5743 |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
COSTCO WHOLESALE DL-,005 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
525.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2022-07-05 |
Last trading day: |
2024-05-22 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
22.34 |
Intrinsic value: |
22.26 |
Implied volatility: |
1.96 |
Historic volatility: |
0.16 |
Parity: |
22.26 |
Time value: |
2.80 |
Break-even: |
775.60 |
Moneyness: |
1.42 |
Premium: |
0.04 |
Premium p.a.: |
1.32 |
Spread abs.: |
-0.53 |
Spread %: |
-2.07% |
Delta: |
0.86 |
Theta: |
-2.20 |
Omega: |
2.56 |
Rho: |
0.17 |
Quote data
Open: |
25.06 |
High: |
25.06 |
Low: |
25.06 |
Previous Close: |
25.02 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+28.05% |
3 Months |
|
|
+16.23% |
YTD |
|
|
+79.77% |
1 Year |
|
|
+440.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
25.06 |
20.77 |
6M High / 6M Low: |
25.06 |
7.98 |
High (YTD): |
2024-05-21 |
25.06 |
Low (YTD): |
2024-01-04 |
12.73 |
52W High: |
2024-05-21 |
25.06 |
52W Low: |
2023-06-07 |
4.33 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
23.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
17.87 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
11.63 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
58.85% |
Volatility 6M: |
|
68.19% |
Volatility 1Y: |
|
77.05% |
Volatility 3Y: |
|
- |