Citi Call 277.5 5AP 20.06.2024/  DE000KH6QLG5  /

EUWAX
2024-06-14  9:06:05 AM Chg.-0.07 Bid10:00:05 PM Ask10:00:05 PM Underlying Strike price Expiration date Option type
3.80EUR -1.81% -
Bid Size: -
-
Ask Size: -
PALO ALTO NETWKS DL-... 277.50 - 2024-06-20 Call
 

Master data

WKN: KH6QLG
Issuer: Citi
Currency: EUR
Underlying: PALO ALTO NETWKS DL-,0001
Type: Warrant
Option type: Call
Strike price: 277.50 -
Maturity: 2024-06-20
Issue date: 2023-06-08
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.80
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.89
Implied volatility: 2.05
Historic volatility: 0.43
Parity: 1.89
Time value: 1.91
Break-even: 315.50
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 94.03
Spread abs.: 0.09
Spread %: 2.43%
Delta: 0.65
Theta: -2.64
Omega: 5.10
Rho: 0.02
 

Quote data

Open: 3.80
High: 3.80
Low: 3.80
Previous Close: 3.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+102.13%
1 Month  
+21.79%
3 Months  
+25.83%
YTD
  -8.21%
1 Year  
+50.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.87 2.30
1M High / 1M Low: 4.39 1.61
6M High / 6M Low: 10.53 1.61
High (YTD): 2024-02-12 10.53
Low (YTD): 2024-06-05 1.61
52W High: 2024-02-12 10.53
52W Low: 2023-08-18 1.18
Avg. price 1W:   3.28
Avg. volume 1W:   0.00
Avg. price 1M:   3.03
Avg. volume 1M:   0.00
Avg. price 6M:   4.26
Avg. volume 6M:   0.00
Avg. price 1Y:   3.32
Avg. volume 1Y:   0.00
Volatility 1M:   308.20%
Volatility 6M:   235.95%
Volatility 1Y:   223.21%
Volatility 3Y:   -