Citi Call 136 ABEC 16.01.2025
/ DE000KG92158
Citi Call 136 ABEC 16.01.2025/ DE000KG92158 /
| 11/14/2024 9:13:00 AM |
Chg.-0.21 |
Bid6:00:01 PM |
Ask6:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.34EUR |
-4.62% |
3.93
Bid Size: 300,000 |
-
Ask Size: - |
ALPHABET INC.CL C DL... |
136.00 - |
1/16/2025 |
Call |
Master data
| WKN: |
KG9215 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
ALPHABET INC.CL C DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
136.00 - |
| Maturity: |
1/16/2025 |
| Issue date: |
10/13/2022 |
| Last trading day: |
1/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
3.48 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.24 |
| Parity: |
3.48 |
| Time value: |
1.07 |
| Break-even: |
181.50 |
| Moneyness: |
1.26 |
| Premium: |
0.06 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.21 |
| Spread %: |
4.84% |
| Delta: |
0.79 |
| Theta: |
-0.16 |
| Omega: |
2.95 |
| Rho: |
0.15 |
Quote data
| Open: |
4.34 |
| High: |
4.34 |
| Low: |
4.34 |
| Previous Close: |
4.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.28% |
| 1 Month |
|
|
+53.36% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+105.69% |
| 1 Year |
|
|
+118.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.55 |
4.21 |
| 1M High / 1M Low: |
4.55 |
2.83 |
| 6M High / 6M Low: |
5.61 |
1.83 |
| High (YTD): |
7/11/2024 |
5.61 |
| Low (YTD): |
3/7/2024 |
1.45 |
| 52W High: |
7/11/2024 |
5.61 |
| 52W Low: |
3/7/2024 |
1.45 |
| Avg. price 1W: |
|
4.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.07 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
165.20% |
| Volatility 6M: |
|
102.96% |
| Volatility 1Y: |
|
115.57% |
| Volatility 3Y: |
|
- |
