Citi Call 60 WDC 16.01.2025
/ DE000KH8A3J5
Citi Call 60 WDC 16.01.2025/ DE000KH8A3J5 /
| 30/09/2024 19:28:27 |
Chg.-0.070 |
Bid21:59:47 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-6.09% |
-
Bid Size: - |
-
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: |
7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.35 |
| Parity: |
0.45 |
| Time value: |
0.33 |
| Break-even: |
62.67 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
-0.07 |
| Spread %: |
-8.24% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
5.28 |
| Rho: |
0.09 |
Quote data
| Open: |
1.110 |
| High: |
1.120 |
| Low: |
1.080 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-46.53% |
| YTD |
|
|
+86.21% |
| 1 Year |
|
|
+140.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.180 |
0.810 |
| 6M High / 6M Low: |
2.280 |
0.590 |
| High (YTD): |
19/06/2024 |
2.280 |
| Low (YTD): |
15/01/2024 |
0.440 |
| 52W High: |
19/06/2024 |
2.280 |
| 52W Low: |
26/10/2023 |
0.200 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.066 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
184.07% |
| Volatility 6M: |
|
133.82% |
| Volatility 1Y: |
|
143.30% |
| Volatility 3Y: |
|
- |
