Citi Call 102 ABEC 16.01.2025
/ DE000KG920R4
Citi Call 102 ABEC 16.01.2025/ DE000KG920R4 /
| 8/23/2024 12:34:19 PM |
Chg.- |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.99EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALPHABET INC.CL C DL... |
102.00 - |
1/16/2025 |
Call |
Master data
| WKN: |
KG920R |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ALPHABET INC.CL C DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 - |
| Maturity: |
1/16/2025 |
| Issue date: |
10/13/2022 |
| Last trading day: |
8/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.25 |
| Parity: |
3.52 |
| Time value: |
2.47 |
| Break-even: |
161.90 |
| Moneyness: |
1.35 |
| Premium: |
0.18 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.66% |
| Delta: |
0.79 |
| Theta: |
-0.14 |
| Omega: |
1.80 |
| Rho: |
0.17 |
Quote data
| Open: |
5.95 |
| High: |
5.99 |
| Low: |
5.95 |
| Previous Close: |
6.05 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.77% |
| 3 Months |
|
|
-17.83% |
| YTD |
|
|
+39.63% |
| 1 Year |
|
|
+35.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.28 |
5.61 |
| 6M High / 6M Low: |
8.60 |
3.68 |
| High (YTD): |
7/11/2024 |
8.60 |
| Low (YTD): |
3/7/2024 |
3.51 |
| 52W High: |
7/11/2024 |
8.60 |
| 52W Low: |
10/27/2023 |
3.22 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.35 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
54.35% |
| Volatility 6M: |
|
70.53% |
| Volatility 1Y: |
|
71.30% |
| Volatility 3Y: |
|
- |
