Citi Call 17.5 IFX 16.12.2021/  DE000KA1ZX62  /

Frankfurt Zert./CITI
4/14/2021  7:41:25 PM Chg.-0.080 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
18.040EUR -0.44% -
Bid Size: -
-
Ask Size: -
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: 4/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.84
Leverage: Yes

Calculated values

Fair value: 15.74
Intrinsic value: 15.74
Implied volatility: 1.56
Historic volatility: 0.39
Parity: 15.74
Time value: 2.36
Break-even: 35.59
Moneyness: 1.90
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.20
Spread %: 1.11%
Delta: 0.80
Theta: -0.01
Omega: 1.47
Rho: 0.06
 

Quote data

Open: 18.140
High: 18.370
Low: 17.990
Previous Close: 18.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.47%
3 Months  
+0.17%
YTD  
+25.89%
1 Year  
+568.15%
3 Years     -
5 Years     -
1W High / 1W Low: 18.040 18.040
1M High / 1M Low: 19.170 16.830
6M High / 6M Low: 19.170 7.590
High (YTD): 4/1/2021 19.170
Low (YTD): 1/6/2021 14.330
52W High: 4/1/2021 19.170
52W Low: 5/4/2020 2.670
Avg. price 1W:   18.040
Avg. volume 1W:   0.000
Avg. price 1M:   18.046
Avg. volume 1M:   0.000
Avg. price 6M:   14.682
Avg. volume 6M:   .833
Avg. price 1Y:   10.342
Avg. volume 1Y:   .402
Volatility 1M:   40.71%
Volatility 6M:   73.34%
Volatility 1Y:   94.69%
Volatility 3Y:   -