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Citi Call 90 TSM 19.09.2024/  DE000KG9KCB3  /

Frankfurt Zert./CITI
2024-07-10  11:41:10 AM Chg.+0.420 Bid12:00:18 PM Ask- Underlying Strike price Expiration date Option type
9.130EUR +4.82% 9.140
Bid Size: 40,000		 -
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: 1.96
Leverage: Yes

Calculated values

Fair value: 8.13
Intrinsic value: 8.06
Implied volatility: 1.42
Historic volatility: 0.29
Parity: 8.06
Time value: 0.65
Break-even: 177.10
Moneyness: 1.90
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: -0.10
Spread %: -1.14%
Delta: 0.91
Theta: -0.13
Omega: 1.78
Rho: 0.13
 

Quote data

Open: 9.080
High: 9.150
Low: 9.080
Previous Close: 8.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.04%
1 Month  
+24.90%
3 Months  
+66.00%
YTD  
+375.52%
1 Year  
+358.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.250 8.610
1M High / 1M Low: 9.250 7.130
6M High / 6M Low: 9.250 1.620
High (YTD): 2024-07-08 9.250
Low (YTD): 2024-01-05 1.550
52W High: 2024-07-08 9.250
52W Low: 2023-09-26 0.920
Avg. price 1W:   8.828
Avg. volume 1W:   70
Avg. price 1M:   8.135
Avg. volume 1M:   15.909
Avg. price 6M:   5.122
Avg. volume 6M:   2.756
Avg. price 1Y:   3.293
Avg. volume 1Y:   1.367
Volatility 1M:   89.79%
Volatility 6M:   115.38%
Volatility 1Y:   106.72%
Volatility 3Y:   -