Citi Call 62.5 WDC 19.09.2024
/ DE000KJ2VN43
Citi Call 62.5 WDC 19.09.2024/ DE000KJ2VN43 /
| 2024-06-21 4:49:50 PM |
Chg.-0.050 |
Bid4:59:16 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
-3.25% |
1.500
Bid Size: 100,000 |
-
Ask Size: - |
Western Digital Corp... |
62.50 USD |
2024-09-19 |
Call |
Master data
| WKN: |
KJ2VN4 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.50 USD |
| Maturity: |
2024-09-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
1.29 |
| Time value: |
0.25 |
| Break-even: |
73.78 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.99% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
3.81 |
| Rho: |
0.11 |
Quote data
| Open: |
1.490 |
| High: |
1.490 |
| Low: |
1.450 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.24% |
| 1 Month |
|
|
+8.76% |
| 3 Months |
|
|
+69.32% |
| YTD |
|
|
+313.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.540 |
| 1M High / 1M Low: |
1.840 |
1.270 |
| 6M High / 6M Low: |
1.840 |
0.240 |
| High (YTD): |
2024-06-19 |
1.840 |
| Low (YTD): |
2024-01-15 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.919 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.56% |
| Volatility 6M: |
|
178.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
