Citi Call 62.5 WDC 19.09.2024
/ DE000KJ2VN43
Citi Call 62.5 WDC 19.09.2024/ DE000KJ2VN43 /
| 25/07/2024 13:48:01 |
Chg.-0.230 |
Bid14:00:40 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-20.91% |
0.870
Bid Size: 40,000 |
-
Ask Size: - |
Western Digital Corp... |
62.50 USD |
19/09/2024 |
Call |
Master data
| WKN: |
KJ2VN4 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.50 USD |
| Maturity: |
19/09/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
18/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.32 |
| Parity: |
0.88 |
| Time value: |
0.19 |
| Break-even: |
68.37 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
4.97 |
| Rho: |
0.07 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
0.870 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
-43.51% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
+141.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.900 |
| 1M High / 1M Low: |
1.730 |
0.900 |
| 6M High / 6M Low: |
1.840 |
0.300 |
| High (YTD): |
19/06/2024 |
1.840 |
| Low (YTD): |
15/01/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.110 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.22% |
| Volatility 6M: |
|
168.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
