Citi Call 60 WDC 16.01.2025
/ DE000KH8A3J5
Citi Call 60 WDC 16.01.2025/ DE000KH8A3J5 /
| 2024-05-27 2:04:58 PM |
Chg.0.000 |
Bid2024-05-27 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.820EUR |
0.00% |
1.820
Bid Size: 40,000 |
-
Ask Size: - |
Western Digital Corp... |
60.00 USD |
2025-01-16 |
Call |
Master data
| WKN: |
KH8A3J |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2025-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
1.37 |
| Time value: |
0.45 |
| Break-even: |
73.52 |
| Moneyness: |
1.25 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
3.05 |
| Rho: |
0.24 |
Quote data
| Open: |
1.810 |
| High: |
1.820 |
| Low: |
1.810 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.81% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
+130.38% |
| YTD |
|
|
+213.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.710 |
| 1M High / 1M Low: |
1.870 |
1.530 |
| 6M High / 6M Low: |
1.900 |
0.370 |
| High (YTD): |
2024-04-11 |
1.900 |
| Low (YTD): |
2024-01-15 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.028 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.62% |
| Volatility 6M: |
|
130.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
