Citi Call 475 UNH 20.06.2024
/ DE000KG54SJ1
Citi Call 475 UNH 20.06.2024/ DE000KG54SJ1 /
14/06/2024 13:38:47 |
Chg.+0.320 |
Bid13:52:45 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.860EUR |
+20.78% |
1.840 Bid Size: 10,000 |
- Ask Size: - |
UNITEDHEALTH GROUP D... |
475.00 - |
20/06/2024 |
Call |
Master data
WKN: |
KG54SJ |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
475.00 - |
Maturity: |
20/06/2024 |
Issue date: |
04/07/2022 |
Last trading day: |
19/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.86 |
Historic volatility: |
0.20 |
Parity: |
-1.19 |
Time value: |
1.54 |
Break-even: |
490.40 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
31.43 |
Spread abs.: |
-0.61 |
Spread %: |
-28.37% |
Delta: |
0.43 |
Theta: |
-1.70 |
Omega: |
13.03 |
Rho: |
0.03 |
Quote data
Open: |
1.910 |
High: |
1.930 |
Low: |
1.610 |
Previous Close: |
1.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.06% |
1 Month |
|
|
-50.53% |
3 Months |
|
|
-37.79% |
YTD |
|
|
-71.25% |
1 Year |
|
|
-51.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.910 |
1.480 |
1M High / 1M Low: |
4.770 |
1.340 |
6M High / 6M Low: |
8.040 |
0.770 |
High (YTD): |
04/01/2024 |
8.040 |
Low (YTD): |
12/04/2024 |
0.770 |
52W High: |
05/12/2023 |
9.000 |
52W Low: |
12/04/2024 |
0.770 |
Avg. price 1W: |
|
1.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.968 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.971 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.273 |
Avg. volume 1Y: |
|
2.930 |
Volatility 1M: |
|
381.75% |
Volatility 6M: |
|
269.80% |
Volatility 1Y: |
|
208.83% |
Volatility 3Y: |
|
- |