Citi Call 25.5 IFX 17.06.2021
/ DE000KA1CYE1
Citi Call 25.5 IFX 17.06.2021/ DE000KA1CYE1 /
| 4/14/2021 8:31:36 AM |
Chg.+0.29 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.09EUR |
+2.96% |
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: |
6/16/2021 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.75 |
| Intrinsic value: |
9.75 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.41 |
| Parity: |
9.75 |
| Time value: |
0.55 |
| Break-even: |
35.80 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.20 |
| Spread %: |
1.94% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.60 |
| Rho: |
0.03 |
Quote data
| Open: |
10.09 |
| High: |
10.09 |
| Low: |
10.09 |
| Previous Close: |
9.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.61% |
| 1 Month |
|
|
+16.65% |
| 3 Months |
|
|
-0.49% |
| YTD |
|
|
+46.02% |
| 1 Year |
|
|
+1639.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.04 |
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: |
|
10.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.79% |
| Volatility 6M: |
|
120.32% |
| Volatility 1Y: |
|
171.78% |
| Volatility 3Y: |
|
- |