Citi Call 25.5 IFX 17.06.2021/  DE000KA1CYE1  /

EUWAX
4/14/2021  8:31:36 AM Chg.- Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
10.09EUR - 9.89
Bid Size: 1,000
10.09
Ask Size: 1,000
INFINEON TECH.AG NA ... 25.50 - 6/17/2021 Call

Master data

WKN: KA1CYE
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 25.50 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 4/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 9.96
Intrinsic value: 9.96
Implied volatility: 1.08
Historic volatility: 0.40
Parity: 9.96
Time value: 0.13
Break-even: 35.59
Moneyness: 1.39
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.20
Spread %: 1.98%
Delta: 0.77
Theta: -0.01
Omega: 2.72
Rho: 0.03
 

Quote data

Open: 10.09
High: 10.09
Low: 10.09
Previous Close: 9.80
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -5.35%
1 Month  
+10.51%
3 Months  
+10.88%
YTD  
+46.02%
1 Year  
+2046.81%
3 Years     -
5 Years     -
1W High / 1W Low: 10.66 9.80
1M High / 1M Low: 11.73 8.58
6M High / 6M Low: 11.73 2.31
High (YTD): 4/6/2021 11.73
Low (YTD): 1/4/2021 7.15
52W High: 4/6/2021 11.73
52W Low: 5/4/2020 0.46
Avg. price 1W:   10.16
Avg. volume 1W:   0.00
Avg. price 1M:   9.86
Avg. volume 1M:   0.00
Avg. price 6M:   7.32
Avg. volume 6M:   0.00
Avg. price 1Y:   4.48
Avg. volume 1Y:   0.00
Volatility 1M:   85.86%
Volatility 6M:   120.70%
Volatility 1Y:   170.90%
Volatility 3Y:   -