Citi Call 60 TSM 16.01.2025
/ DE000KG9KCJ6
Citi Call 60 TSM 16.01.2025/ DE000KG9KCJ6 /
| 8/5/2024 3:39:27 PM |
Chg.-1.20 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.46EUR |
-13.86% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
60.00 - |
1/16/2025 |
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: |
1/16/2025 |
| Issue date: |
11/2/2022 |
| Last trading day: |
1/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.83 |
| Intrinsic value: |
7.73 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.32 |
| Parity: |
7.73 |
| Time value: |
0.64 |
| Break-even: |
143.70 |
| Moneyness: |
2.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
1.52 |
| Rho: |
0.20 |
Quote data
| Open: |
6.95 |
| High: |
7.46 |
| Low: |
6.95 |
| Previous Close: |
8.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.37% |
| 1 Month |
|
|
-35.41% |
| 3 Months |
|
|
+1.08% |
| YTD |
|
|
+73.49% |
| 1 Year |
|
|
+96.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.02 |
8.66 |
| 1M High / 1M Low: |
12.48 |
8.66 |
| 6M High / 6M Low: |
12.48 |
5.46 |
| High (YTD): |
7/11/2024 |
12.48 |
| Low (YTD): |
1/5/2024 |
3.88 |
| 52W High: |
7/11/2024 |
12.48 |
| 52W Low: |
9/26/2023 |
2.84 |
| Avg. price 1W: |
|
9.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.17 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
88.14% |
| Volatility 6M: |
|
81.72% |
| Volatility 1Y: |
|
70.67% |
| Volatility 3Y: |
|
- |
