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Citi Call 40 BAC 20.06.2024/  DE000KG7FC21  /

Frankfurt Zert./CITI
2024-05-10  7:38:23 PM Chg.+0.021 Bid9:50:00 PM Ask- Underlying Strike price Expiration date Option type
0.100EUR +26.58% 0.110
Bid Size: 7,500		 -
Ask Size: -		 VERIZON COMM. INC. D... 40.00 - 2024-06-20 Call
 

Master data

WKN: KG7FC2
Issuer: Citi
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-20
Issue date: 2022-08-31
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.51
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.22
Parity: -0.25
Time value: 0.10
Break-even: 41.00
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 1.25
Spread abs.: -0.01
Spread %: -9.09%
Delta: 0.34
Theta: -0.02
Omega: 12.74
Rho: 0.01
 

Quote data

Open: 0.080
High: 0.100
Low: 0.080
Previous Close: 0.079
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+81.82%
1 Month
  -44.44%
3 Months
  -37.50%
YTD  
+25.00%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.062
1M High / 1M Low: 0.180 0.055
6M High / 6M Low: 0.340 0.055
High (YTD): 2024-02-01 0.340
Low (YTD): 2024-05-03 0.055
52W High: 2024-02-01 0.340
52W Low: 2023-10-12 0.015
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.115
Avg. volume 1Y:   0.000
Volatility 1M:   350.50%
Volatility 6M:   273.29%
Volatility 1Y:   277.66%
Volatility 3Y:   -