Citi Call 110 ABEC 16.01.2025
/ DE000KG56VG6
Citi Call 110 ABEC 16.01.2025/ DE000KG56VG6 /
| 2024-10-07 12:39:43 PM |
Chg.- |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.80EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALPHABET INC.CL C DL... |
110.00 - |
2025-01-16 |
Call |
Master data
| WKN: |
KG56VG |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ALPHABET INC.CL C DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2025-01-16 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-10-08 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.01 |
| Intrinsic value: |
7.81 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.25 |
| Parity: |
7.81 |
| Time value: |
2.99 |
| Break-even: |
164.00 |
| Moneyness: |
1.35 |
| Premium: |
0.10 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.60 |
| Spread %: |
5.88% |
| Delta: |
0.79 |
| Theta: |
-0.13 |
| Omega: |
2.19 |
| Rho: |
0.17 |
Quote data
| Open: |
10.84 |
| High: |
10.84 |
| Low: |
10.80 |
| Previous Close: |
10.78 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.19% |
| 1 Month |
|
|
+39.90% |
| 3 Months |
|
|
-31.47% |
| YTD |
|
|
+44.58% |
| 1 Year |
|
|
+29.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.80 |
10.78 |
| 1M High / 1M Low: |
10.80 |
7.72 |
| 6M High / 6M Low: |
15.76 |
7.61 |
| High (YTD): |
2024-07-11 |
15.76 |
| Low (YTD): |
2024-03-07 |
5.88 |
| 52W High: |
2024-07-11 |
15.76 |
| 52W Low: |
2023-10-27 |
5.49 |
| Avg. price 1W: |
|
10.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
43.99% |
| Volatility 6M: |
|
77.95% |
| Volatility 1Y: |
|
79.18% |
| Volatility 3Y: |
|
- |
