Citi Call 25 IFX 16.12.2021/  DE000KA1ZY20  /

Frankfurt Zert./CITI
4/9/2021  7:41:15 PM Chg.-0.050 Bid9:55:59 PM Ask9:55:59 PM Underlying Strike price Expiration date Option type
1.130EUR -4.24% 1.140
Bid Size: 10,000
1.160
Ask Size: 10,000
INFINEON TECH.AG NA ... 25.00 - 12/16/2021 Call

Master data

WKN: KA1ZY2
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: 10:1
Exercise type: American
Quanto: -
Gearing: 3.07
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 1.05
Historic volatility: 0.41
Parity: 1.06
Time value: 0.10
Break-even: 36.60
Moneyness: 1.42
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.72%
Delta: 0.66
Theta: 0.00
Omega: 2.01
Rho: 0.08
 

Quote data

Open: 1.190
High: 1.190
Low: 1.130
Previous Close: 1.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.87%
1 Month  
+13.00%
3 Months  
+5.61%
YTD  
+36.14%
1 Year  
+1312.50%
3 Years     -
5 Years     -
1W High / 1W Low: 1.210 1.130
1M High / 1M Low: 1.240 0.990
6M High / 6M Low: 1.240 0.340
High (YTD): 4/1/2021 1.240
Low (YTD): 1/6/2021 0.830
52W High: 4/1/2021 1.240
52W Low: 4/15/2020 0.063
Avg. price 1W:   1.183
Avg. volume 1W:   0.000
Avg. price 1M:   1.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.846
Avg. volume 6M:   0.000
Avg. price 1Y:   0.537
Avg. volume 1Y:   0.000
Volatility 1M:   73.53%
Volatility 6M:   104.68%
Volatility 1Y:   158.18%
Volatility 3Y:   -