Citi Call 17.5 IFX 16.12.2021/  DE000KA1ZX62  /

EUWAX
4/13/2021  8:27:00 AM Chg.-0.32 Bid6:48:19 PM Ask6:48:19 PM Underlying Strike price Expiration date Option type
17.82EUR -1.76% 17.88
Bid Size: 3,000
18.08
Ask Size: 3,000
INFINEON TECH.AG NA ... 17.50 - 12/16/2021 Call

Master data

WKN: KA1ZX6
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 17.50 -
Maturity: 12/16/2021
Issue date: 7/12/2019
Last trading day: 12/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.95
Leverage: Yes

Calculated values

Fair value: 17.68
Intrinsic value: 17.68
Implied volatility: 1.35
Historic volatility: 0.41
Parity: 17.68
Time value: 0.36
Break-even: 35.54
Moneyness: 2.01
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.20
Spread %: 1.11%
Delta: 0.80
Theta: -0.01
Omega: 1.56
Rho: 0.07
 

Quote data

Open: 17.82
High: 17.82
Low: 17.82
Previous Close: 18.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+8.20%
3 Months  
+4.03%
YTD  
+25.49%
1 Year  
+543.32%
3 Years     -
5 Years     -
1W High / 1W Low: 19.73 18.14
1M High / 1M Low: 19.73 16.43
6M High / 6M Low: 19.73 7.43
High (YTD): 4/6/2021 19.73
Low (YTD): 1/4/2021 14.41
52W High: 4/6/2021 19.73
52W Low: 4/16/2020 2.65
Avg. price 1W:   18.93
Avg. volume 1W:   0.00
Avg. price 1M:   17.73
Avg. volume 1M:   0.00
Avg. price 6M:   14.41
Avg. volume 6M:   3.23
Avg. price 1Y:   10.12
Avg. volume 1Y:   61.35
Volatility 1M:   49.27%
Volatility 6M:   72.02%
Volatility 1Y:   96.88%
Volatility 3Y:   -