Citi Call 260 AMG 20.06.2024
/ DE000KG56XC1
Citi Call 260 AMG 20.06.2024/ DE000KG56XC1 /
| 6/11/2024 3:34:58 PM |
Chg.-0.44 |
Bid4:29:02 PM |
Ask4:29:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.86EUR |
-10.23% |
3.87
Bid Size: 50,000 |
-
Ask Size: - |
AMGEN INC. DL-... |
260.00 - |
6/20/2024 |
Call |
Master data
| WKN: |
KG56XC |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
6/20/2024 |
| Issue date: |
7/5/2022 |
| Last trading day: |
6/19/2024 |
| 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: |
4.04 |
| High: |
4.04 |
| Low: |
3.86 |
| Previous Close: |
4.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.06% |
| 1 Month |
|
|
-21.22% |
| 3 Months |
|
|
+77.06% |
| YTD |
|
|
+10.92% |
| 1 Year |
|
|
+467.65% |
| 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): |
2/2/2024 |
6.26 |
| Low (YTD): |
4/19/2024 |
1.29 |
| 52W High: |
2/2/2024 |
6.26 |
| 52W Low: |
7/7/2023 |
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: |
|
- |
