Citi Call 60 WDC 16.01.2025
/ DE000KH8A3J5
Citi Call 60 WDC 16.01.2025/ DE000KH8A3J5 /
| 9/11/2024 7:32:15 PM |
Chg.-0.050 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-6.25% |
0.810
Bid Size: 5,000 |
-
Ask Size: - |
Western Digital Corp... |
60.00 USD |
1/16/2025 |
Call |
Master data
| WKN: |
KH8A3J |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
1/16/2025 |
| Issue date: |
7/24/2023 |
| Last trading day: |
1/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
0.25 |
| Time value: |
0.55 |
| Break-even: |
62.45 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
4.52 |
| Rho: |
0.10 |
Quote data
| Open: |
0.770 |
| High: |
0.820 |
| Low: |
0.690 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.79% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
-61.34% |
| YTD |
|
|
+29.31% |
| 1 Year |
|
|
+108.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.690 |
| 1M High / 1M Low: |
0.960 |
0.690 |
| 6M High / 6M Low: |
2.280 |
0.590 |
| High (YTD): |
6/19/2024 |
2.280 |
| Low (YTD): |
1/15/2024 |
0.440 |
| 52W High: |
6/19/2024 |
2.280 |
| 52W Low: |
10/26/2023 |
0.200 |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.475 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.013 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
128.20% |
| Volatility 6M: |
|
129.69% |
| Volatility 1Y: |
|
138.62% |
| Volatility 3Y: |
|
- |
