Citi Call 35 BAC 20.06.2024
/ DE000KG88N18
Citi Call 35 BAC 20.06.2024/ DE000KG88N18 /
| 24/05/2024 09:17:41 |
Chg.-0.040 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
VERIZON COMM. INC. D... |
35.00 - |
20/06/2024 |
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: |
20/06/2024 |
| Issue date: |
10/10/2022 |
| Last trading day: |
19/06/2024 |
| 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): |
30/01/2024 |
0.730 |
| Low (YTD): |
03/05/2024 |
0.370 |
| 52W High: |
30/01/2024 |
0.730 |
| 52W Low: |
12/10/2023 |
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: |
|
- |
