Citi Call CMC/ DE000KG57GA8 /
| 6/19/2024 9:14:55 AM | Chg.- | Bid10:00:04 PM | Ask10:00:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.46EUR | - | - Bid Size: - |
- Ask Size: - |
JPMORGAN CHASE ... | - - | 6/20/2024 | Call |
Master data
| WKN: | KG57GA |
|---|---|
| Issuer: | Citi |
| Currency: | EUR |
| Underlying: | JPMORGAN CHASE DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 6/20/2024 |
| Issue date: | 7/5/2022 |
| Last trading day: | 6/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.35 |
|---|---|
| Intrinsic value: | 4.34 |
| Implied volatility: | 7.30 |
| Historic volatility: | 0.16 |
| Parity: | 4.34 |
| Time value: | 0.86 |
| Break-even: | 192.00 |
| Moneyness: | 1.31 |
| Premium: | 0.05 |
| Premium p.a.: | 0.00 |
| Spread abs.: | -0.09 |
| Spread %: | -1.70% |
| Delta: | 0.82 |
| Theta: | -9.34 |
| Omega: | 2.88 |
| Rho: | 0.00 |
Quote data
| Open: | 5.46 |
|---|---|
| High: | 5.46 |
| Low: | 5.46 |
| Previous Close: | 5.12 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.75% | ||
|---|---|---|---|
| 1 Month | -10.20% | ||
| 3 Months | +8.76% | ||
| YTD | +80.79% | ||
| 1 Year | +264.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.46 | 4.80 |
|---|---|---|
| 1M High / 1M Low: | 6.08 | 4.80 |
| 6M High / 6M Low: | 6.08 | 2.70 |
| High (YTD): | 5/20/2024 | 6.08 |
| Low (YTD): | 1/18/2024 | 2.73 |
| 52W High: | 5/20/2024 | 6.08 |
| 52W Low: | 10/27/2023 | 1.05 |
| Avg. price 1W: | 5.07 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 5.36 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 4.40 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | 3.06 | |
| Avg. volume 1Y: | 0.00 | |
| Volatility 1M: | 80.82% | |
| Volatility 6M: | 69.41% | |
| Volatility 1Y: | 80.92% | |
| Volatility 3Y: | - |
