Citi Call 54 CCC3 20.06.2024
/ DE000KG88EJ9
Citi Call 54 CCC3 20.06.2024/ DE000KG88EJ9 /
| 14/06/2024 19:32:55 |
Chg.0.000 |
Bid21:58:54 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
0.00% |
0.790
Bid Size: 7,500 |
-
Ask Size: - |
COCA-COLA CO. D... |
54.00 - |
20/06/2024 |
Call |
Master data
| WKN: |
KG88EJ |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
COCA-COLA CO. DL-,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 - |
| Maturity: |
20/06/2024 |
| Issue date: |
10/10/2022 |
| Last trading day: |
19/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
1.97 |
| Historic volatility: |
0.12 |
| Parity: |
0.44 |
| Time value: |
0.33 |
| Break-even: |
61.70 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
52.14 |
| Spread abs.: |
-0.02 |
| Spread %: |
-2.53% |
| Delta: |
0.68 |
| Theta: |
-0.49 |
| Omega: |
5.14 |
| Rho: |
0.00 |
Quote data
| Open: |
0.770 |
| High: |
0.800 |
| Low: |
0.750 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
+26.98% |
| YTD |
|
|
+37.93% |
| 1 Year |
|
|
-16.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.800 |
| 1M High / 1M Low: |
0.920 |
0.690 |
| 6M High / 6M Low: |
0.920 |
0.450 |
| High (YTD): |
07/06/2024 |
0.920 |
| Low (YTD): |
16/04/2024 |
0.450 |
| 52W High: |
26/07/2023 |
0.990 |
| 52W Low: |
12/10/2023 |
0.300 |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.675 |
| Avg. volume 6M: |
|
2.960 |
| Avg. price 1Y: |
|
0.673 |
| Avg. volume 1Y: |
|
1.439 |
| Volatility 1M: |
|
76.36% |
| Volatility 6M: |
|
85.75% |
| Volatility 1Y: |
|
89.13% |
| Volatility 3Y: |
|
- |
