Citi Call 94 ABEC 16.01.2025
/ DE000KG9L6C1
Citi Call 94 ABEC 16.01.2025/ DE000KG9L6C1 /
9/6/2024 3:34:22 PM |
Chg.+0.01 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.92EUR |
+0.17% |
- Bid Size: - |
- Ask Size: - |
ALPHABET INC.CL C DL... |
94.00 - |
1/16/2025 |
Call |
Master data
WKN: |
KG9L6C |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
ALPHABET INC.CL C DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
94.00 - |
Maturity: |
1/16/2025 |
Issue date: |
11/3/2022 |
Last trading day: |
1/15/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.44 |
Intrinsic value: |
4.32 |
Implied volatility: |
0.97 |
Historic volatility: |
0.25 |
Parity: |
4.32 |
Time value: |
1.08 |
Break-even: |
148.00 |
Moneyness: |
1.46 |
Premium: |
0.08 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.83 |
Theta: |
-0.08 |
Omega: |
2.12 |
Rho: |
0.22 |
Quote data
Open: |
5.87 |
High: |
5.92 |
Low: |
5.86 |
Previous Close: |
5.91 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.22% |
1 Month |
|
|
-6.03% |
3 Months |
|
|
-25.44% |
YTD |
|
|
+21.06% |
1 Year |
|
|
+18.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.55 |
5.91 |
1M High / 1M Low: |
6.98 |
5.91 |
6M High / 6M Low: |
9.31 |
4.29 |
High (YTD): |
7/11/2024 |
9.31 |
Low (YTD): |
3/7/2024 |
4.11 |
52W High: |
7/11/2024 |
9.31 |
52W Low: |
10/27/2023 |
3.74 |
Avg. price 1W: |
|
6.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.15 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
6.02 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
45.88% |
Volatility 6M: |
|
62.80% |
Volatility 1Y: |
|
64.02% |
Volatility 3Y: |
|
- |