Citi Call 24.5 IFX 17.06.2021/  DE000KA1CYB7  /

EUWAX
4/13/2021  8:34:01 AM Chg.-0.31 Bid11:43:12 AM Ask11:43:12 AM Underlying Strike price Expiration date Option type
10.76EUR -2.80% 11.20
Bid Size: 20,000
11.24
Ask Size: 20,000
INFINEON TECH.AG NA ... 24.50 - 6/17/2021 Call

Master data

WKN: KA1CYB
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.50 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 6/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 10.68
Intrinsic value: 10.68
Implied volatility: 1.18
Historic volatility: 0.41
Parity: 10.68
Time value: 0.30
Break-even: 35.48
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.20
Spread %: 1.82%
Delta: 0.78
Theta: -0.01
Omega: 2.50
Rho: 0.03
 

Quote data

Open: 10.76
High: 10.76
Low: 10.76
Previous Close: 11.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.21%
1 Month  
+12.79%
3 Months  
+3.76%
YTD  
+39.92%
1 Year  
+1969.23%
3 Years     -
5 Years     -
1W High / 1W Low: 12.69 11.07
1M High / 1M Low: 12.69 9.48
6M High / 6M Low: 12.69 2.71
High (YTD): 4/6/2021 12.69
Low (YTD): 1/4/2021 7.94
52W High: 4/6/2021 12.69
52W Low: 5/4/2020 0.58
Avg. price 1W:   11.86
Avg. volume 1W:   0.00
Avg. price 1M:   10.72
Avg. volume 1M:   0.00
Avg. price 6M:   7.99
Avg. volume 6M:   0.00
Avg. price 1Y:   4.96
Avg. volume 1Y:   0.00
Volatility 1M:   81.63%
Volatility 6M:   114.51%
Volatility 1Y:   162.92%
Volatility 3Y:   -