Citi Call 35 WDC 20.06.2024
/ DE000KG804P4
Citi Call 35 WDC 20.06.2024/ DE000KG804P4 /
14/06/2024 09:04:41 |
Chg.+0.02 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
4.13EUR |
+0.49% |
- Bid Size: - |
- Ask Size: - |
Western Digital Corp... |
35.00 - |
20/06/2024 |
Call |
Master data
WKN: |
KG804P |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
20/06/2024 |
Issue date: |
20/09/2022 |
Last trading day: |
19/06/2024 |
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: |
4.13 |
High: |
4.13 |
Low: |
4.13 |
Previous Close: |
4.11 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.53% |
1 Month |
|
|
+16.34% |
3 Months |
|
|
+70.66% |
YTD |
|
|
+138.73% |
1 Year |
|
|
+313.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.13 |
3.67 |
1M High / 1M Low: |
4.13 |
3.48 |
6M High / 6M Low: |
4.13 |
1.45 |
High (YTD): |
14/06/2024 |
4.13 |
Low (YTD): |
15/01/2024 |
1.45 |
52W High: |
14/06/2024 |
4.13 |
52W Low: |
06/07/2023 |
0.70 |
Avg. price 1W: |
|
3.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.87 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
60.67% |
Volatility 6M: |
|
82.39% |
Volatility 1Y: |
|
95.57% |
Volatility 3Y: |
|
- |