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: 3.11
Leverage: Yes

Calculated values

Fair value: 5.87
Intrinsic value: 5.87
Implied volatility: 2.03
Historic volatility: 0.37
Parity: 5.87
Time value: 4.23
Break-even: 35.59
Moneyness: 1.23
Premium: 0.13
Premium p.a.: 2.08
Spread abs.: 0.20
Spread %: 1.98%
Delta: 0.71
Theta: -0.07
Omega: 2.21
Rho: 0.01
 

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     0.00%
1 Month
  -8.61%
3 Months  
+17.19%
YTD  
+46.02%
1 Year  
+1341.43%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 11.04 9.80
6M High / 6M Low: 11.73 3.32
High (YTD): 4/6/2021 11.73
Low (YTD): 1/4/2021 7.15
52W High: 4/6/2021 11.73
52W Low: 5/14/2020 0.61
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   10.44
Avg. volume 1M:   0.00
Avg. price 6M:   7.89
Avg. volume 6M:   0.00
Avg. price 1Y:   4.71
Avg. volume 1Y:   0.00
Volatility 1M:   48.95%
Volatility 6M:   111.88%
Volatility 1Y:   159.63%
Volatility 3Y:   -