Citi Call 120 ABEC 16.01.2025
/ DE000KG56VJ0
Citi Call 120 ABEC 16.01.2025/ DE000KG56VJ0 /
| 10/10/2024 11:48:51 AM |
Chg.-0.18 |
Bid10:00:00 PM |
Ask10:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.14EUR |
-2.16% |
-
Bid Size: - |
-
Ask Size: - |
ALPHABET INC.CL C DL... |
120.00 - |
1/16/2025 |
Call |
Master data
| WKN: |
KG56VJ |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ALPHABET INC.CL C DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
1/16/2025 |
| Issue date: |
7/5/2022 |
| Last trading day: |
1/15/2025 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.07 |
| Intrinsic value: |
5.81 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.25 |
| Parity: |
5.81 |
| Time value: |
2.51 |
| Break-even: |
161.60 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.08 |
| Spread %: |
0.97% |
| Delta: |
0.77 |
| Theta: |
-0.11 |
| Omega: |
2.75 |
| Rho: |
0.20 |
Quote data
| Open: |
8.14 |
| High: |
8.14 |
| Low: |
8.14 |
| Previous Close: |
8.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.96% |
| 1 Month |
|
|
+33.88% |
| 3 Months |
|
|
-41.86% |
| YTD |
|
|
+32.79% |
| 1 Year |
|
|
+15.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.05 |
8.14 |
| 1M High / 1M Low: |
9.05 |
6.08 |
| 6M High / 6M Low: |
14.00 |
5.99 |
| High (YTD): |
7/11/2024 |
14.00 |
| Low (YTD): |
3/7/2024 |
4.59 |
| 52W High: |
7/11/2024 |
14.00 |
| 52W Low: |
10/27/2023 |
4.39 |
| Avg. price 1W: |
|
8.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.03 |
| Avg. volume 6M: |
|
3.69 |
| Avg. price 1Y: |
|
8.15 |
| Avg. volume 1Y: |
|
3.59 |
| Volatility 1M: |
|
60.46% |
| Volatility 6M: |
|
89.23% |
| Volatility 1Y: |
|
90.29% |
| Volatility 3Y: |
|
- |
