Citi Call 25 IFX 16.12.2021/  DE000KA1ZY12  /

Frankfurt Zert./CITI
4/12/2021  7:38:38 PM Chg.-0.390 Bid8:43:33 PM Ask8:43:33 PM Underlying Strike price Expiration date Option type
10.920EUR -3.45% 10.930
Bid Size: 3,000
11.130
Ask Size: 3,000
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: 1.05
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: 11.330
High: 11.330
Low: 10.880
Previous Close: 11.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.94%
1 Month  
+9.31%
3 Months  
+1.96%
YTD  
+30.94%
1 Year  
+1155.17%
3 Years     -
5 Years     -
1W High / 1W Low: 12.110 11.310
1M High / 1M Low: 12.400 9.850
6M High / 6M Low: 12.400 3.470
High (YTD): 4/1/2021 12.400
Low (YTD): 1/6/2021 8.280
52W High: 4/1/2021 12.400
52W Low: 4/15/2020 0.750
Avg. price 1W:   11.825
Avg. volume 1W:   0.000
Avg. price 1M:   10.993
Avg. volume 1M:   0.000
Avg. price 6M:   8.462
Avg. volume 6M:   3.226
Avg. price 1Y:   5.410
Avg. volume 1Y:   7.610
Volatility 1M:   75.27%
Volatility 6M:   104.13%
Volatility 1Y:   143.95%
Volatility 3Y:   -