Citi Call 750 LRCX 15.01.2026/  DE000KJ2HZ47  /

EUWAX
2024-06-07  9:15:58 AM Chg.-0.09 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
3.00EUR -2.91% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 750.00 USD 2026-01-15 Call
 

Master data

WKN: KJ2HZ4
Issuer: Citi
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 750.00 USD
Maturity: 2026-01-15
Issue date: 2023-12-06
Last trading day: 2026-01-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 2.68
Intrinsic value: 1.95
Implied volatility: 0.41
Historic volatility: 0.30
Parity: 1.95
Time value: 1.05
Break-even: 988.59
Moneyness: 1.28
Premium: 0.12
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -0.15
Omega: 2.37
Rho: 6.59
 

Quote data

Open: 3.00
High: 3.00
Low: 3.00
Previous Close: 3.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month  
+5.63%
3 Months
  -10.18%
YTD  
+57.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.09 2.72
1M High / 1M Low: 3.16 2.65
6M High / 6M Low: 3.41 1.41
High (YTD): 2024-03-08 3.41
Low (YTD): 2024-01-05 1.58
52W High: - -
52W Low: - -
Avg. price 1W:   2.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.87
Avg. volume 1M:   0.00
Avg. price 6M:   2.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.81%
Volatility 6M:   83.33%
Volatility 1Y:   -
Volatility 3Y:   -