Citi Call 60 WDC 16.01.2025
/ DE000KH8A3J5
Citi Call 60 WDC 16.01.2025/ DE000KH8A3J5 /
24/06/2024 19:29:53 |
Chg.-0.040 |
Bid09:20:31 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
-2.13% |
1.830 Bid Size: 15,000 |
- Ask Size: - |
Western Digital Corp... |
60.00 USD |
16/01/2025 |
Call |
Master data
WKN: |
KH8A3J |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
16/01/2025 |
Issue date: |
24/07/2023 |
Last trading day: |
15/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.66 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.47 |
Historic volatility: |
0.31 |
Parity: |
1.43 |
Time value: |
0.43 |
Break-even: |
74.51 |
Moneyness: |
1.26 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
3.06 |
Rho: |
0.22 |
Quote data
Open: |
1.880 |
High: |
1.930 |
Low: |
1.840 |
Previous Close: |
1.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.86% |
1 Month |
|
|
+1.10% |
3 Months |
|
|
+46.03% |
YTD |
|
|
+217.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.280 |
1.840 |
1M High / 1M Low: |
2.280 |
1.710 |
6M High / 6M Low: |
2.280 |
0.440 |
High (YTD): |
19/06/2024 |
2.280 |
Low (YTD): |
15/01/2024 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.969 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.277 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.80% |
Volatility 6M: |
|
129.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |