Citi Call 35 BAC 20.06.2024
/ DE000KG88N18
Citi Call 35 BAC 20.06.2024/ DE000KG88N18 /
| 5/24/2024 7:38:59 PM |
Chg.+0.030 |
Bid9:53:12 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+7.32% |
0.440
Bid Size: 7,500 |
-
Ask Size: - |
VERIZON COMM. INC. D... |
35.00 - |
6/20/2024 |
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: |
6/20/2024 |
| Issue date: |
10/10/2022 |
| Last trading day: |
6/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.22 |
| Parity: |
0.15 |
| Time value: |
0.26 |
| Break-even: |
39.10 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
-0.01 |
| Spread %: |
-2.38% |
| Delta: |
0.62 |
| Theta: |
-0.06 |
| Omega: |
5.52 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.440 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
+46.67% |
| 1 Year |
|
|
+51.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.530 |
0.380 |
| 6M High / 6M Low: |
0.720 |
0.290 |
| High (YTD): |
2/1/2024 |
0.720 |
| Low (YTD): |
5/3/2024 |
0.380 |
| 52W High: |
2/1/2024 |
0.720 |
| 52W Low: |
10/12/2023 |
0.076 |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.482 |
| Avg. volume 6M: |
|
116.129 |
| Avg. price 1Y: |
|
0.343 |
| Avg. volume 1Y: |
|
56.250 |
| Volatility 1M: |
|
124.15% |
| Volatility 6M: |
|
137.84% |
| Volatility 1Y: |
|
169.96% |
| Volatility 3Y: |
|
- |
