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Citi Call 360 SYP 20.06.2024/  DE000KH4LKY6  /

Frankfurt Zert./CITI
2024-06-14  7:35:41 PM Chg.+0.320 Bid9:59:53 PM Ask- Underlying Strike price Expiration date Option type
21.350EUR +1.52% 21.460
Bid Size: 1,200		 -
Ask Size: -		 SYNOPSYS INC. D... 360.00 - 2024-06-20 Call
 

Master data

WKN: KH4LKY
Issuer: Citi
Currency: EUR
Underlying: SYNOPSYS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2024-06-20
Issue date: 2023-03-24
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 18.65
Intrinsic value: 18.63
Implied volatility: 3.87
Historic volatility: 0.25
Parity: 18.63
Time value: 2.42
Break-even: 570.50
Moneyness: 1.52
Premium: 0.04
Premium p.a.: 13.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -4.99
Omega: 2.24
Rho: 0.04
 

Quote data

Open: 21.450
High: 21.640
Low: 20.890
Previous Close: 21.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.18%
1 Month  
+16.99%
3 Months  
+13.87%
YTD  
+39.00%
1 Year  
+92.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 21.030 19.670
1M High / 1M Low: 21.900 17.620
6M High / 6M Low: 23.380 12.810
High (YTD): 2024-03-21 23.380
Low (YTD): 2024-01-05 12.810
52W High: 2024-03-21 23.380
52W Low: 2023-06-26 9.140
Avg. price 1W:   20.360
Avg. volume 1W:   0.000
Avg. price 1M:   19.879
Avg. volume 1M:   0.000
Avg. price 6M:   18.371
Avg. volume 6M:   0.000
Avg. price 1Y:   15.457
Avg. volume 1Y:   0.000
Volatility 1M:   89.43%
Volatility 6M:   89.31%
Volatility 1Y:   80.26%
Volatility 3Y:   -