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Citi Call 120 SWKS 19.12.2024/  DE000KH78V27  /

EUWAX
2024-09-05  9:12:47 AM Chg.0.000 Bid10:00:20 PM Ask10:00:20 PM Underlying Strike price Expiration date Option type
0.260EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 120.00 USD 2024-12-19 Call
 

Master data

WKN: KH78V2
Issuer: Citi
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-19
Issue date: 2023-07-20
Last trading day: 2024-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.91
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: -1.58
Time value: 0.29
Break-even: 111.20
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.89
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.27
Theta: -0.03
Omega: 8.69
Rho: 0.06
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month
  -3.70%
3 Months  
+100.00%
YTD
  -77.97%
1 Year
  -81.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.260
1M High / 1M Low: 0.470 0.220
6M High / 6M Low: 1.080 0.130
High (YTD): 2024-07-17 1.080
Low (YTD): 2024-06-10 0.130
52W High: 2023-09-05 1.370
52W Low: 2024-06-10 0.130
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.366
Avg. volume 1M:   0.000
Avg. price 6M:   0.494
Avg. volume 6M:   0.000
Avg. price 1Y:   0.611
Avg. volume 1Y:   0.000
Volatility 1M:   381.50%
Volatility 6M:   330.75%
Volatility 1Y:   253.17%
Volatility 3Y:   -