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Citi Call 35 WDC 20.06.2024/  DE000KG804P4  /

Frankfurt Zert./CITI
2024-06-14  7:26:33 PM Chg.-0.180 Bid9:56:28 PM Ask- Underlying Strike price Expiration date Option type
4.000EUR -4.31% 4.010
Bid Size: 5,000		 -
Ask Size: -		 Western Digital Corp... 35.00 - 2024-06-20 Call
 

Master data

WKN: KG804P
Issuer: Citi
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-20
Issue date: 2022-09-20
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.77
Leverage: Yes

Calculated values

Fair value: 3.80
Intrinsic value: 3.80
Implied volatility: 6.53
Historic volatility: 0.31
Parity: 3.80
Time value: 0.33
Break-even: 76.30
Moneyness: 2.09
Premium: 0.05
Premium p.a.: 24.82
Spread abs.: 0.12
Spread %: 2.99%
Delta: 0.91
Theta: -0.90
Omega: 1.61
Rho: 0.00
 

Quote data

Open: 4.120
High: 4.160
Low: 3.930
Previous Close: 4.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.38%
1 Month  
+9.29%
3 Months  
+71.67%
YTD  
+129.89%
1 Year  
+308.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.180 3.840
1M High / 1M Low: 4.180 3.450
6M High / 6M Low: 4.180 1.450
High (YTD): 2024-06-13 4.180
Low (YTD): 2024-01-15 1.450
52W High: 2024-06-13 4.180
52W Low: 2023-07-06 0.700
Avg. price 1W:   3.984
Avg. volume 1W:   0.000
Avg. price 1M:   3.737
Avg. volume 1M:   0.000
Avg. price 6M:   2.709
Avg. volume 6M:   0.000
Avg. price 1Y:   1.877
Avg. volume 1Y:   0.000
Volatility 1M:   54.96%
Volatility 6M:   76.77%
Volatility 1Y:   92.16%
Volatility 3Y:   -