Citi Call 60 WDC 16.01.2025
/ DE000KH8A3J5
Citi Call 60 WDC 16.01.2025/ DE000KH8A3J5 /
2024-09-26 7:34:05 PM |
Chg.+0.270 |
Bid9:59:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+29.67% |
- Bid Size: - |
- Ask Size: - |
Western Digital Corp... |
60.00 USD |
2025-01-16 |
Call |
Master data
WKN: |
KH8A3J |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
2025-01-16 |
Issue date: |
2023-07-24 |
Last trading day: |
2025-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.45 |
Historic volatility: |
0.34 |
Parity: |
0.54 |
Time value: |
0.37 |
Break-even: |
63.01 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
-0.02 |
Spread %: |
-2.15% |
Delta: |
0.71 |
Theta: |
-0.03 |
Omega: |
4.61 |
Rho: |
0.10 |
Quote data
Open: |
1.170 |
High: |
1.260 |
Low: |
1.120 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+26.88% |
1 Month |
|
|
+45.68% |
3 Months |
|
|
-39.18% |
YTD |
|
|
+103.45% |
1 Year |
|
|
+174.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
0.910 |
1M High / 1M Low: |
1.180 |
0.690 |
6M High / 6M Low: |
2.280 |
0.590 |
High (YTD): |
2024-06-19 |
2.280 |
Low (YTD): |
2024-01-15 |
0.440 |
52W High: |
2024-06-19 |
2.280 |
52W Low: |
2023-10-26 |
0.200 |
Avg. price 1W: |
|
0.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.869 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.459 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.037 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
167.73% |
Volatility 6M: |
|
131.08% |
Volatility 1Y: |
|
141.39% |
Volatility 3Y: |
|
- |