Citi Call 360 LLY 20.06.2024
/ DE000KG578B4
Citi Call 360 LLY 20.06.2024/ DE000KG578B4 /
| 2024-06-07 9:14:15 AM |
Chg.+0.38 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 43.91EUR |
+0.87% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
360.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG578B |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
40.92 |
| Intrinsic value: |
40.87 |
| Implied volatility: |
3.92 |
| Historic volatility: |
0.27 |
| Parity: |
40.87 |
| Time value: |
3.00 |
| Break-even: |
798.70 |
| Moneyness: |
2.14 |
| Premium: |
0.04 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-3.32 |
| Omega: |
1.61 |
| Rho: |
0.10 |
Quote data
| Open: |
43.91 |
| High: |
43.91 |
| Low: |
43.91 |
| Previous Close: |
43.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.76% |
| 1 Month |
|
|
+16.81% |
| 3 Months |
|
|
+16.32% |
| YTD |
|
|
+110.50% |
| 1 Year |
|
|
+318.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
43.64 |
42.32 |
| 1M High / 1M Low: |
43.64 |
36.92 |
| 6M High / 6M Low: |
43.64 |
19.91 |
| High (YTD): |
2024-06-05 |
43.64 |
| Low (YTD): |
2024-01-02 |
21.67 |
| 52W High: |
2024-06-05 |
43.64 |
| 52W Low: |
2023-07-13 |
9.55 |
| Avg. price 1W: |
|
43.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
40.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
33.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
25.47 |
| Avg. volume 1Y: |
|
27.50 |
| Volatility 1M: |
|
34.48% |
| Volatility 6M: |
|
57.86% |
| Volatility 1Y: |
|
81.88% |
| Volatility 3Y: |
|
- |
