Citi Call 60 WDC 16.01.2025
/ DE000KH8A3J5
Citi Call 60 WDC 16.01.2025/ DE000KH8A3J5 /
| 09/07/2024 19:25:46 |
Chg.+0.010 |
Bid09:00:08 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
+0.49% |
2.020
Bid Size: 15,000 |
-
Ask Size: - |
Western Digital Corp... |
60.00 USD |
16/01/2025 |
Call |
Master data
| WKN: |
KH8A3J |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
1.71 |
| Time value: |
0.33 |
| Break-even: |
75.80 |
| Moneyness: |
1.31 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
3.01 |
| Rho: |
0.21 |
Quote data
| Open: |
2.020 |
| High: |
2.140 |
| Low: |
2.020 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.08% |
| 1 Month |
|
|
+6.70% |
| 3 Months |
|
|
+20.35% |
| YTD |
|
|
+256.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.950 |
| 1M High / 1M Low: |
2.280 |
1.840 |
| 6M High / 6M Low: |
2.280 |
0.440 |
| High (YTD): |
19/06/2024 |
2.280 |
| Low (YTD): |
15/01/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.57% |
| Volatility 6M: |
|
128.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
