Citi Call 24.5 IFX 17.06.2021/  DE000KA1CYB7  /

EUWAX
4/14/2021  8:31:36 AM Chg.- Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
11.07EUR - 10.86
Bid Size: 1,000
11.06
Ask Size: 1,000
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: 4/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 10.99
Intrinsic value: 10.99
Implied volatility: 1.15
Historic volatility: 0.40
Parity: 10.99
Time value: 0.07
Break-even: 35.56
Moneyness: 1.45
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.20
Spread %: 1.81%
Delta: 0.79
Theta: -0.01
Omega: 2.55
Rho: 0.03
 

Quote data

Open: 11.07
High: 11.07
Low: 11.07
Previous Close: 10.76
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -4.73%
1 Month  
+6.96%
3 Months  
+14.72%
YTD  
+43.95%
1 Year  
+1459.15%
3 Years     -
5 Years     -
1W High / 1W Low: 11.07 10.76
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:   10.97
Avg. volume 1W:   0.00
Avg. price 1M:   10.87
Avg. volume 1M:   0.00
Avg. price 6M:   8.13
Avg. volume 6M:   0.00
Avg. price 1Y:   5.06
Avg. volume 1Y:   0.00
Volatility 1M:   83.90%
Volatility 6M:   114.79%
Volatility 1Y:   160.61%
Volatility 3Y:   -