Citi Call 21.5 IFX 17.06.2021/  DE000KA1CXZ8  /

Frankfurt Zert./CITI
4/14/2021  7:33:11 PM Chg.0.000 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
1.410EUR 0.00% -
Bid Size: -
-
Ask Size: -
INFINEON TECH.AG NA ... 21.50 - 6/17/2021 Call

Master data

WKN: KA1CXZ
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 21.50 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 4/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.29
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.08
Implied volatility: 2.41
Historic volatility: 0.37
Parity: 1.08
Time value: 0.34
Break-even: 35.60
Moneyness: 1.50
Premium: 0.10
Premium p.a.: 1.36
Spread abs.: 0.02
Spread %: 1.42%
Delta: 0.80
Theta: -0.07
Omega: 1.82
Rho: 0.01
 

Quote data

Open: 1.410
High: 1.420
Low: 1.390
Previous Close: 1.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -4.73%
3 Months  
+11.02%
YTD  
+34.29%
1 Year  
+840.00%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.480 1.370
6M High / 6M Low: 1.510 0.560
High (YTD): 4/1/2021 1.510
Low (YTD): 1/6/2021 1.040
52W High: 4/1/2021 1.510
52W Low: 5/15/2020 0.130
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.430
Avg. volume 1M:   0.000
Avg. price 6M:   1.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.722
Avg. volume 1Y:   0.000
Volatility 1M:   35.08%
Volatility 6M:   92.59%
Volatility 1Y:   130.13%
Volatility 3Y:   -