Citi Call 80 6MK 20.06.2024
/ DE000KG7ETQ2
Citi Call 80 6MK 20.06.2024/ DE000KG7ETQ2 /
| 2024-05-23 9:13:01 AM |
Chg.+0.02 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.67EUR |
+0.43% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
80.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
KG7ETQ |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-08-31 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.13 |
| Intrinsic value: |
4.11 |
| Implied volatility: |
1.86 |
| Historic volatility: |
0.16 |
| Parity: |
4.11 |
| Time value: |
0.61 |
| Break-even: |
127.20 |
| Moneyness: |
1.51 |
| Premium: |
0.05 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.86 |
| Theta: |
-0.26 |
| Omega: |
2.20 |
| Rho: |
0.04 |
Quote data
| Open: |
4.67 |
| High: |
4.67 |
| Low: |
4.67 |
| Previous Close: |
4.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.43% |
| 1 Month |
|
|
+6.62% |
| 3 Months |
|
|
+1.97% |
| YTD |
|
|
+72.32% |
| 1 Year |
|
|
+36.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.70 |
4.65 |
| 1M High / 1M Low: |
4.78 |
4.35 |
| 6M High / 6M Low: |
4.91 |
2.02 |
| High (YTD): |
2024-03-28 |
4.91 |
| Low (YTD): |
2024-01-02 |
3.10 |
| 52W High: |
2024-03-28 |
4.91 |
| 52W Low: |
2023-11-28 |
2.02 |
| Avg. price 1W: |
|
4.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
43.69% |
| Volatility 6M: |
|
48.97% |
| Volatility 1Y: |
|
55.21% |
| Volatility 3Y: |
|
- |
