Citi Call 35 BAC 20.06.2024
/ DE000KG88N18
Citi Call 35 BAC 20.06.2024/ DE000KG88N18 /
2024-05-10 9:18:31 AM |
Chg.+0.040 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+9.76% |
- 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: |
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: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.62% |
1 Month |
|
|
-13.46% |
3 Months |
|
|
-2.17% |
YTD |
|
|
+45.16% |
1 Year |
|
|
+4.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.380 |
1M High / 1M Low: |
0.550 |
0.370 |
6M High / 6M Low: |
0.730 |
0.250 |
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: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.450 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.467 |
Avg. volume 6M: |
|
40.323 |
Avg. price 1Y: |
|
0.339 |
Avg. volume 1Y: |
|
27.451 |
Volatility 1M: |
|
210.65% |
Volatility 6M: |
|
151.96% |
Volatility 1Y: |
|
178.10% |
Volatility 3Y: |
|
- |