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Citi Call 35 BAC 20.06.2024/  DE000KG88N18  /

Frankfurt Zert./CITI
2024-05-10  7:35:28 PM Chg.+0.040 Bid9:59:15 PM Ask- Underlying Strike price Expiration date Option type
0.490EUR +8.89% 0.510
Bid Size: 7,500		 -
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: 7.35
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.25
Implied volatility: 0.76
Historic volatility: 0.22
Parity: 0.25
Time value: 0.26
Break-even: 40.10
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.84
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.66
Theta: -0.05
Omega: 4.87
Rho: 0.02
 

Quote data

Open: 0.450
High: 0.490
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.95%
1 Month
  -9.26%
3 Months  
+4.26%
YTD  
+63.33%
1 Year  
+13.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.410
1M High / 1M Low: 0.540 0.380
6M High / 6M Low: 0.720 0.250
High (YTD): 2024-02-01 0.720
Low (YTD): 2024-05-03 0.380
52W High: 2024-02-01 0.720
52W Low: 2023-10-12 0.076
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.463
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   116.129
Avg. price 1Y:   0.338
Avg. volume 1Y:   56.471
Volatility 1M:   163.04%
Volatility 6M:   137.96%
Volatility 1Y:   171.40%
Volatility 3Y:   -