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 |
|
|
+35.31% |
| 3 Months |
|
|
+28.74% |
| YTD |
|
|
+314.79% |
| 1 Year |
|
|
+1567.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.37 |
23.02 |
| 1M High / 1M Low: |
24.37 |
17.58 |
| 6M High / 6M Low: |
24.37 |
5.43 |
| High (YTD): |
2024-06-05 |
24.37 |
| Low (YTD): |
2024-01-02 |
6.37 |
| 52W High: |
2024-06-05 |
24.37 |
| 52W Low: |
2023-07-13 |
1.02 |
| Avg. price 1W: |
|
23.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
20.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
15.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
10.06 |
| Avg. volume 1Y: |
|
1.34 |
| Volatility 1M: |
|
69.65% |
| Volatility 6M: |
|
117.89% |
| Volatility 1Y: |
|
228.58% |
| Volatility 3Y: |
|
- |
