Citi Call 90 SWKS 20.06.2024
/ DE000KG58N22
Citi Call 90 SWKS 20.06.2024/ DE000KG58N22 /
| 2024-04-17 9:15:51 AM |
Chg.- |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
90.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG58N2 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-06 |
| Last trading day: |
2024-04-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
0.99 |
| Time value: |
0.11 |
| Break-even: |
101.00 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
3.77% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
8.00 |
| Rho: |
0.11 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-39.20% |
| 3 Months |
|
|
-27.70% |
| YTD |
|
|
-55.79% |
| 1 Year |
|
|
-52.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.73 |
1.07 |
| 6M High / 6M Low: |
2.46 |
0.82 |
| High (YTD): |
2024-01-02 |
2.17 |
| Low (YTD): |
2024-04-17 |
1.07 |
| 52W High: |
2023-07-31 |
2.86 |
| 52W Low: |
2023-11-09 |
0.82 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
144.97% |
| Volatility 6M: |
|
136.31% |
| Volatility 1Y: |
|
115.91% |
| Volatility 3Y: |
|
- |
