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Citi Call 35 BAC 20.06.2024/  DE000KG88N18  /

EUWAX
2024-05-24  9:17:41 AM Chg.-0.040 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
0.400EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 35.00 - 2024-06-20 Call
 

Master data

WKN: KG88N1
Issuer: Citi
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-20
Issue date: 2022-10-10
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.16
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.16
Implied volatility: 0.80
Historic volatility: 0.22
Parity: 0.16
Time value: 0.24
Break-even: 39.00
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 1.41
Spread abs.: -0.04
Spread %: -9.09%
Delta: 0.63
Theta: -0.06
Omega: 5.77
Rho: 0.01
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -6.98%
3 Months
  -27.27%
YTD  
+29.03%
1 Year  
+37.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.510 0.370
6M High / 6M Low: 0.730 0.260
High (YTD): 2024-01-30 0.730
Low (YTD): 2024-05-03 0.370
52W High: 2024-01-30 0.730
52W Low: 2023-10-12 0.077
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.445
Avg. volume 1M:   0.000
Avg. price 6M:   0.482
Avg. volume 6M:   40.323
Avg. price 1Y:   0.343
Avg. volume 1Y:   27.344
Volatility 1M:   112.52%
Volatility 6M:   151.91%
Volatility 1Y:   176.38%
Volatility 3Y:   -