Citi Call 570 LLY 20.06.2024
/ DE000KG578Y6
Citi Call 570 LLY 20.06.2024/ DE000KG578Y6 /
2024-06-07 9:14:15 AM |
Chg.+0.42 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
24.68EUR |
+1.73% |
- Bid Size: - |
- Ask Size: - |
ELI LILLY |
570.00 - |
2024-06-20 |
Call |
Master data
WKN: |
KG578Y |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
570.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2022-07-05 |
Last trading day: |
2024-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
19.95 |
Intrinsic value: |
19.87 |
Implied volatility: |
2.45 |
Historic volatility: |
0.27 |
Parity: |
19.87 |
Time value: |
4.75 |
Break-even: |
816.20 |
Moneyness: |
1.35 |
Premium: |
0.06 |
Premium p.a.: |
4.38 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-3.73 |
Omega: |
2.53 |
Rho: |
0.13 |
Quote data
Open: |
24.68 |
High: |
24.68 |
Low: |
24.68 |
Previous Close: |
24.26 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.21% |
1 Month |
|
|
+26.24% |
3 Months |
|
|
+19.52% |
YTD |
|
|
+314.79% |
1 Year |
|
|
+1471.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
24.68 |
23.32 |
1M High / 1M Low: |
24.68 |
17.58 |
6M High / 6M Low: |
24.68 |
5.43 |
High (YTD): |
2024-06-07 |
24.68 |
Low (YTD): |
2024-01-02 |
6.37 |
52W High: |
2024-06-07 |
24.68 |
52W Low: |
2023-07-13 |
1.02 |
Avg. price 1W: |
|
24.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
21.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
15.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
10.15 |
Avg. volume 1Y: |
|
1.34 |
Volatility 1M: |
|
66.62% |
Volatility 6M: |
|
117.60% |
Volatility 1Y: |
|
228.54% |
Volatility 3Y: |
|
- |