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Citi Call 60 TSM 16.01.2025/  DE000KG9KCJ6  /

EUWAX
11/10/2024  09:11:44 Chg.+0.12 Bid22:00:22 Ask22:00:22 Underlying Strike price Expiration date Option type
11.74EUR +1.03% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 60.00 - 16/01/2025 Call
 

Master data

WKN: KG9KCJ
Issuer: Citi
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 16/01/2025
Issue date: 02/11/2022
Last trading day: 15/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.45
Leverage: Yes

Calculated values

Fair value: 11.50
Intrinsic value: 11.45
Implied volatility: 1.78
Historic volatility: 0.34
Parity: 11.45
Time value: 0.56
Break-even: 180.10
Moneyness: 2.91
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.09
Omega: 1.38
Rho: 0.12
 

Quote data

Open: 11.74
High: 11.74
Low: 11.74
Previous Close: 11.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.40%
1 Month  
+16.35%
3 Months  
+2.53%
YTD  
+173.02%
1 Year  
+247.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.74 11.00
1M High / 1M Low: 11.74 9.70
6M High / 6M Low: 12.48 6.41
High (YTD): 11/07/2024 12.48
Low (YTD): 05/01/2024 3.88
52W High: 11/07/2024 12.48
52W Low: 30/10/2023 2.94
Avg. price 1W:   11.41
Avg. volume 1W:   0.00
Avg. price 1M:   10.64
Avg. volume 1M:   0.00
Avg. price 6M:   9.70
Avg. volume 6M:   0.00
Avg. price 1Y:   7.48
Avg. volume 1Y:   0.00
Volatility 1M:   41.30%
Volatility 6M:   75.45%
Volatility 1Y:   73.32%
Volatility 3Y:   -