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Citi Call 90 TSM 19.09.2024/  DE000KG9KCB3  /

Frankfurt Zert./CITI
2024-06-28  7:29:12 PM Chg.+0.150 Bid9:59:00 PM Ask- Underlying Strike price Expiration date Option type
7.980EUR +1.92% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 90.00 - 2024-09-19 Call
 

Master data

WKN: KG9KCB
Issuer: Citi
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-09-19
Issue date: 2022-11-02
Last trading day: 2024-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.06
Leverage: Yes

Calculated values

Fair value: 7.10
Intrinsic value: 7.03
Implied volatility: 1.32
Historic volatility: 0.29
Parity: 7.03
Time value: 0.76
Break-even: 167.90
Moneyness: 1.78
Premium: 0.05
Premium p.a.: 0.23
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.12
Omega: 1.84
Rho: 0.15
 

Quote data

Open: 7.890
High: 8.120
Low: 7.850
Previous Close: 7.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.24%
1 Month  
+30.18%
3 Months  
+75.77%
YTD  
+315.63%
1 Year  
+285.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.980 7.350
1M High / 1M Low: 9.250 5.630
6M High / 6M Low: 9.250 1.550
High (YTD): 2024-06-19 9.250
Low (YTD): 2024-01-05 1.550
52W High: 2024-06-19 9.250
52W Low: 2023-09-26 0.920
Avg. price 1W:   7.732
Avg. volume 1W:   0.000
Avg. price 1M:   7.350
Avg. volume 1M:   0.000
Avg. price 6M:   4.742
Avg. volume 6M:   0.000
Avg. price 1Y:   3.116
Avg. volume 1Y:   0.000
Volatility 1M:   103.86%
Volatility 6M:   116.89%
Volatility 1Y:   107.06%
Volatility 3Y:   -