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Citi Call 90 TSM 19.09.2024/  DE000KG9KCB3  /

Frankfurt Zert./CITI
15/08/2024  19:38:48 Chg.+0.450 Bid21:59:39 Ask- Underlying Strike price Expiration date Option type
7.710EUR +6.20% 7.670
Bid Size: 5,000		 -
Ask Size: -		 Taiwan Semiconductor... 90.00 - 19/09/2024 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: 19/09/2024
Issue date: 02/11/2022
Last trading day: 18/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.08
Leverage: Yes

Calculated values

Fair value: 6.47
Intrinsic value: 6.44
Implied volatility: 2.22
Historic volatility: 0.32
Parity: 6.44
Time value: 0.98
Break-even: 164.20
Moneyness: 1.72
Premium: 0.06
Premium p.a.: 0.91
Spread abs.: 0.12
Spread %: 1.64%
Delta: 0.87
Theta: -0.32
Omega: 1.81
Rho: 0.06
 

Quote data

Open: 7.280
High: 7.730
Low: 7.210
Previous Close: 7.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.55%
1 Month
  -12.98%
3 Months  
+24.96%
YTD  
+301.56%
1 Year  
+446.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.400 6.790
1M High / 1M Low: 8.880 5.390
6M High / 6M Low: 9.330 3.560
High (YTD): 10/07/2024 9.330
Low (YTD): 05/01/2024 1.550
52W High: 10/07/2024 9.330
52W Low: 26/09/2023 0.920
Avg. price 1W:   7.140
Avg. volume 1W:   0.000
Avg. price 1M:   6.947
Avg. volume 1M:   0.000
Avg. price 6M:   6.023
Avg. volume 6M:   2.756
Avg. price 1Y:   3.835
Avg. volume 1Y:   1.367
Volatility 1M:   114.02%
Volatility 6M:   97.60%
Volatility 1Y:   108.10%
Volatility 3Y:   -