Citi Call 390 LLY 20.06.2024
/ DE000KG578E8
Citi Call 390 LLY 20.06.2024/ DE000KG578E8 /
| 2024-05-31 12:51:40 PM |
Chg.+0.43 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 39.57EUR |
+1.10% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
390.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG578E |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
36.69 |
| Intrinsic value: |
36.62 |
| Implied volatility: |
2.90 |
| Historic volatility: |
0.27 |
| Parity: |
36.62 |
| Time value: |
2.95 |
| Break-even: |
785.70 |
| Moneyness: |
1.94 |
| Premium: |
0.04 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
-0.15 |
| Spread %: |
-0.38% |
| Delta: |
0.91 |
| Theta: |
-2.19 |
| Omega: |
1.74 |
| Rho: |
0.15 |
Quote data
| Open: |
39.37 |
| High: |
39.57 |
| Low: |
39.37 |
| Previous Close: |
39.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.09% |
| 1 Month |
|
|
+20.71% |
| 3 Months |
|
|
+14.73% |
| YTD |
|
|
+115.76% |
| 1 Year |
|
|
+377.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
39.57 |
38.43 |
| 1M High / 1M Low: |
39.57 |
32.30 |
| 6M High / 6M Low: |
39.57 |
17.40 |
| High (YTD): |
2024-05-31 |
39.57 |
| Low (YTD): |
2024-01-02 |
19.11 |
| 52W High: |
2024-05-31 |
39.57 |
| 52W Low: |
2023-07-13 |
7.62 |
| Avg. price 1W: |
|
39.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
36.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
30.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
22.46 |
| Avg. volume 1Y: |
|
7.81 |
| Volatility 1M: |
|
55.74% |
| Volatility 6M: |
|
63.28% |
| Volatility 1Y: |
|
93.09% |
| Volatility 3Y: |
|
- |
