Citi Call 18 IFX 17.06.2021/  DE000KA1CXK0  /

EUWAX
4/12/2021  8:34:21 AM Chg.-0.05 Bid8:34:21 AM Ask8:34:21 AM Underlying Strike price Expiration date Option type
1.76EUR -2.76% 1.76
Bid Size: 30,000
1.78
Ask Size: 30,000
INFINEON TECH.AG NA ... 18.00 - 6/17/2021 Call

Master data

WKN: KA1CXK
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 6/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.99
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.76
Implied volatility: 1.69
Historic volatility: 0.41
Parity: 1.76
Time value: 0.03
Break-even: 35.90
Moneyness: 1.98
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.12%
Delta: 0.88
Theta: -0.02
Omega: 1.74
Rho: 0.02
 

Quote data

Open: 1.76
High: 1.76
Low: 1.76
Previous Close: 1.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+11.39%
3 Months  
+10.69%
YTD  
+30.37%
1 Year  
+738.10%
3 Years     -
5 Years     -
1W High / 1W Low: 1.92 1.81
1M High / 1M Low: 1.92 1.58
6M High / 6M Low: 1.92 0.65
High (YTD): 4/6/2021 1.92
Low (YTD): 1/4/2021 1.38
52W High: 4/6/2021 1.92
52W Low: 4/16/2020 0.20
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   0.93
Avg. volume 1Y:   0.00
Volatility 1M:   51.30%
Volatility 6M:   83.51%
Volatility 1Y:   112.88%
Volatility 3Y:   -