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: |
|
- |