Citi Call 75 MCHP 20.06.2024
/ DE000KG57K42
Citi Call 75 MCHP 20.06.2024/ DE000KG57K42 /
| 2024-04-26 12:35:11 PM |
Chg.- |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Microchip Technology... |
75.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG57K4 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-04-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.30 |
| Parity: |
1.26 |
| Time value: |
0.60 |
| Break-even: |
93.60 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.08 |
| Spread %: |
4.49% |
| Delta: |
0.74 |
| Theta: |
-0.14 |
| Omega: |
3.47 |
| Rho: |
0.04 |
Quote data
| Open: |
1.63 |
| High: |
1.67 |
| Low: |
1.63 |
| Previous Close: |
1.45 |
| Turnover: |
3,320 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+39.83% |
| 3 Months |
|
|
+55.66% |
| YTD |
|
|
-5.71% |
| 1 Year |
|
|
+43.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.65 |
0.89 |
| 6M High / 6M Low: |
1.99 |
0.89 |
| High (YTD): |
2024-03-08 |
1.83 |
| Low (YTD): |
2024-04-22 |
0.89 |
| 52W High: |
2023-07-31 |
2.28 |
| 52W Low: |
2023-11-01 |
0.64 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
222.22 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
50 |
| Avg. price 1Y: |
|
1.40 |
| Avg. volume 1Y: |
|
22.95 |
| Volatility 1M: |
|
255.62% |
| Volatility 6M: |
|
151.18% |
| Volatility 1Y: |
|
141.51% |
| Volatility 3Y: |
|
- |
