Citi Call 22.5 IFX 17.06.2021/  DE000KA1CX28  /

EUWAX
4/16/2021  8:33:48 AM Chg.+0.01 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
1.31EUR +0.77% 1.31
Bid Size: 10,000
1.33
Ask Size: 10,000
INFINEON TECH.AG NA ... 22.50 - 6/17/2021 Call

Master data

WKN: KA1CX2
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 22.50 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 6/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.30
Implied volatility: 1.37
Historic volatility: 0.40
Parity: 1.30
Time value: 0.03
Break-even: 35.80
Moneyness: 1.58
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.50%
Delta: 0.82
Theta: -0.02
Omega: 2.20
Rho: 0.03
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.38%
1 Month  
+7.38%
3 Months  
+11.02%
YTD  
+39.36%
1 Year  
+1210.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.31 1.29
1M High / 1M Low: 1.47 1.14
6M High / 6M Low: 1.47 0.36
High (YTD): 4/6/2021 1.47
Low (YTD): 1/4/2021 0.96
52W High: 4/6/2021 1.47
52W Low: 5/4/2020 0.08
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   0.99
Avg. volume 6M:   0.00
Avg. price 1Y:   0.63
Avg. volume 1Y:   0.00
Volatility 1M:   67.19%
Volatility 6M:   108.92%
Volatility 1Y:   149.08%
Volatility 3Y:   -