Citi Call 40 WDC 16.01.2025
/ DE000KH8A3E6
Citi Call 40 WDC 16.01.2025/ DE000KH8A3E6 /
| 10/07/2024 09:39:45 |
Chg.-0.070 |
Bid10:00:04 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.620EUR |
-1.90% |
3.650
Bid Size: 15,000 |
-
Ask Size: - |
Western Digital Corp... |
40.00 USD |
16/01/2025 |
Call |
Master data
| WKN: |
KH8A3E |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
16/01/2025 |
| Issue date: |
24/07/2023 |
| Last trading day: |
15/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.62 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.31 |
| Parity: |
3.55 |
| Time value: |
0.14 |
| Break-even: |
73.89 |
| Moneyness: |
1.96 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
1.88 |
| Rho: |
0.17 |
Quote data
| Open: |
3.620 |
| High: |
3.620 |
| Low: |
3.620 |
| Previous Close: |
3.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.97% |
| 1 Month |
|
|
+2.26% |
| 3 Months |
|
|
+16.40% |
| YTD |
|
|
+130.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.690 |
3.530 |
| 1M High / 1M Low: |
3.880 |
3.410 |
| 6M High / 6M Low: |
3.880 |
1.310 |
| High (YTD): |
19/06/2024 |
3.880 |
| Low (YTD): |
15/01/2024 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.72% |
| Volatility 6M: |
|
79.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
