Citi Call 25 IFX 16.12.2021/  DE000KA1ZY12  /

EUWAX
4/9/2021  8:27:57 AM Chg.-0.30 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
11.92EUR -2.45% 11.37
Bid Size: 1,000
11.57
Ask Size: 1,000
INFINEON TECH.AG NA ... 25.00 - 12/16/2021 Call

Master data

WKN: KA1ZY1
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 12/16/2021
Issue date: 7/12/2019
Last trading day: 12/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.08
Leverage: Yes

Calculated values

Fair value: 10.60
Intrinsic value: 10.60
Implied volatility: 1.04
Historic volatility: 0.41
Parity: 10.60
Time value: 0.97
Break-even: 36.57
Moneyness: 1.42
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.20
Spread %: 1.73%
Delta: 0.66
Theta: 0.00
Omega: 2.02
Rho: 0.08
 

Quote data

Open: 11.92
High: 11.92
Low: 11.92
Previous Close: 12.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.13%
1 Month  
+14.29%
3 Months  
+16.63%
YTD  
+45.54%
1 Year  
+1510.81%
3 Years     -
5 Years     -
1W High / 1W Low: 12.90 11.92
1M High / 1M Low: 12.90 9.32
6M High / 6M Low: 12.90 3.34
High (YTD): 4/6/2021 12.90
Low (YTD): 1/4/2021 8.37
52W High: 4/6/2021 12.90
52W Low: 4/16/2020 0.79
Avg. price 1W:   12.33
Avg. volume 1W:   0.00
Avg. price 1M:   10.89
Avg. volume 1M:   0.00
Avg. price 6M:   8.46
Avg. volume 6M:   20.16
Avg. price 1Y:   5.41
Avg. volume 1Y:   12.80
Volatility 1M:   79.74%
Volatility 6M:   102.91%
Volatility 1Y:   143.89%
Volatility 3Y:   -