Citi Call 35 WDC 20.06.2024
/ DE000KG804P4
Citi Call 35 WDC 20.06.2024/ DE000KG804P4 /
2024-05-31 12:51:34 PM |
Chg.-0.24 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.61EUR |
-6.23% |
- Bid Size: - |
- 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: |
1.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.45 |
Intrinsic value: |
3.44 |
Implied volatility: |
3.05 |
Historic volatility: |
0.31 |
Parity: |
3.44 |
Time value: |
0.29 |
Break-even: |
72.30 |
Moneyness: |
1.98 |
Premium: |
0.04 |
Premium p.a.: |
1.19 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.91 |
Theta: |
-0.21 |
Omega: |
1.69 |
Rho: |
0.01 |
Quote data
Open: |
3.58 |
High: |
3.61 |
Low: |
3.58 |
Previous Close: |
3.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.84% |
1 Month |
|
|
+11.76% |
3 Months |
|
|
+54.27% |
YTD |
|
|
+108.67% |
1 Year |
|
|
+276.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.85 |
3.61 |
1M High / 1M Low: |
3.85 |
3.25 |
6M High / 6M Low: |
3.85 |
1.29 |
High (YTD): |
2024-05-30 |
3.85 |
Low (YTD): |
2024-01-15 |
1.45 |
52W High: |
2024-05-30 |
3.85 |
52W Low: |
2023-07-06 |
0.70 |
Avg. price 1W: |
|
3.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.49 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.76 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
53.36% |
Volatility 6M: |
|
83.59% |
Volatility 1Y: |
|
95.07% |
Volatility 3Y: |
|
- |