Citi Call 85 WDC 16.01.2025
/ DE000KJ2VND5
Citi Call 85 WDC 16.01.2025/ DE000KJ2VND5 /
| 6/14/2024 10:19:40 AM |
Chg.-0.020 |
Bid10:45:02 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-2.30% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
85.00 USD |
1/16/2025 |
Call |
Master data
| WKN: |
KJ2VND |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
1/16/2025 |
| Issue date: |
12/18/2023 |
| Last trading day: |
1/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-0.50 |
| Time value: |
0.85 |
| Break-even: |
87.66 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
4.48 |
| Rho: |
0.18 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.840 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.79% |
| 1 Month |
|
|
+46.55% |
| 3 Months |
|
|
+193.10% |
| YTD |
|
|
+672.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.660 |
| 1M High / 1M Low: |
0.870 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
6/13/2024 |
0.870 |
| Low (YTD): |
1/15/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
