Citi Call 260 AMG 20.06.2024
/ DE000KG56XC1
Citi Call 260 AMG 20.06.2024/ DE000KG56XC1 /
10/06/2024 09:15:06 |
Chg.- |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
4.30EUR |
- |
- Bid Size: - |
- Ask Size: - |
AMGEN INC. DL-... |
260.00 - |
20/06/2024 |
Call |
Master data
WKN: |
KG56XC |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 - |
Maturity: |
20/06/2024 |
Issue date: |
05/07/2022 |
Last trading day: |
19/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.34 |
Intrinsic value: |
2.31 |
Implied volatility: |
1.66 |
Historic volatility: |
0.23 |
Parity: |
2.31 |
Time value: |
1.83 |
Break-even: |
301.40 |
Moneyness: |
1.09 |
Premium: |
0.06 |
Premium p.a.: |
11.67 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.68 |
Theta: |
-1.49 |
Omega: |
4.63 |
Rho: |
0.04 |
Quote data
Open: |
4.30 |
High: |
4.30 |
Low: |
4.30 |
Previous Close: |
4.43 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.15% |
1 Month |
|
|
-12.24% |
3 Months |
|
|
+97.25% |
YTD |
|
|
+23.56% |
1 Year |
|
|
+532.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.44 |
4.30 |
1M High / 1M Low: |
5.33 |
3.33 |
6M High / 6M Low: |
6.26 |
1.29 |
High (YTD): |
02/02/2024 |
6.26 |
Low (YTD): |
19/04/2024 |
1.29 |
52W High: |
02/02/2024 |
6.26 |
52W Low: |
07/07/2023 |
0.58 |
Avg. price 1W: |
|
4.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.47 |
Avg. volume 1M: |
|
21.86 |
Avg. price 6M: |
|
3.47 |
Avg. volume 6M: |
|
68.14 |
Avg. price 1Y: |
|
2.72 |
Avg. volume 1Y: |
|
81.19 |
Volatility 1M: |
|
133.11% |
Volatility 6M: |
|
264.15% |
Volatility 1Y: |
|
220.70% |
Volatility 3Y: |
|
- |