Citi Call 470 LLY 20.06.2024
/ DE000KG578N9
Citi Call 470 LLY 20.06.2024/ DE000KG578N9 /
| 2024-06-07 9:14:15 AM |
Chg.+0.40 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 33.84EUR |
+1.20% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
470.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG578N |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
31.75 |
| Intrinsic value: |
31.69 |
| Implied volatility: |
3.19 |
| Historic volatility: |
0.27 |
| Parity: |
31.69 |
| Time value: |
3.53 |
| Break-even: |
822.20 |
| Moneyness: |
1.67 |
| Premium: |
0.04 |
| Premium p.a.: |
2.80 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-3.79 |
| Omega: |
1.97 |
| Rho: |
0.11 |
Quote data
| Open: |
33.84 |
| High: |
33.84 |
| Low: |
33.84 |
| Previous Close: |
33.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.06% |
| 1 Month |
|
|
+17.58% |
| 3 Months |
|
|
+15.22% |
| YTD |
|
|
+178.75% |
| 1 Year |
|
|
+638.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
33.84 |
32.51 |
| 1M High / 1M Low: |
33.84 |
26.78 |
| 6M High / 6M Low: |
33.84 |
11.30 |
| High (YTD): |
2024-06-07 |
33.84 |
| Low (YTD): |
2024-01-02 |
12.76 |
| 52W High: |
2024-06-07 |
33.84 |
| 52W Low: |
2023-07-13 |
3.56 |
| Avg. price 1W: |
|
33.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
30.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
23.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
16.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
44.85% |
| Volatility 6M: |
|
80.82% |
| Volatility 1Y: |
|
136.98% |
| Volatility 3Y: |
|
- |
