Citi Call 24.5 IFX 17.06.2021/  DE000KA1CYB7  /

Frankfurt Zert./CITI
4/9/2021  7:26:15 PM Chg.-0.440 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
11.080EUR -3.82% 11.140
Bid Size: 1,000
11.340
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: 6/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.14
Leverage: Yes

Calculated values

Fair value: 11.10
Intrinsic value: 11.10
Implied volatility: 1.17
Historic volatility: 0.41
Parity: 11.10
Time value: 0.24
Break-even: 35.84
Moneyness: 1.45
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.20
Spread %: 1.76%
Delta: 0.78
Theta: -0.01
Omega: 2.46
Rho: 0.03
 

Quote data

Open: 11.650
High: 11.650
Low: 11.020
Previous Close: 11.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.81%
1 Month  
+28.24%
3 Months  
+11.47%
YTD  
+40.08%
1 Year  
+1631.25%
3 Years     -
5 Years     -
1W High / 1W Low: 11.820 11.080
1M High / 1M Low: 12.150 8.640
6M High / 6M Low: 12.150 2.840
High (YTD): 4/1/2021 12.150
Low (YTD): 1/6/2021 7.830
52W High: 4/1/2021 12.150
52W Low: 4/15/2020 0.540
Avg. price 1W:   11.557
Avg. volume 1W:   0.000
Avg. price 1M:   10.503
Avg. volume 1M:   0.000
Avg. price 6M:   7.970
Avg. volume 6M:   0.000
Avg. price 1Y:   4.946
Avg. volume 1Y:   0.000
Volatility 1M:   87.88%
Volatility 6M:   119.69%
Volatility 1Y:   166.39%
Volatility 3Y:   -