Citi Call 25 IFX 17.06.2021/  DE000KA1CYC5  /

EUWAX
4/14/2021  8:31:36 AM Chg.- Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
10.58EUR - 10.38
Bid Size: 1,000
10.58
Ask Size: 1,000
INFINEON TECH.AG NA ... 25.00 - 6/17/2021 Call

Master data

WKN: KA1CYC
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 4/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 8.87
Intrinsic value: 8.87
Implied volatility: 1.44
Historic volatility: 0.39
Parity: 8.87
Time value: 1.71
Break-even: 35.58
Moneyness: 1.35
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.20
Spread %: 1.89%
Delta: 0.75
Theta: -0.03
Omega: 2.40
Rho: 0.02
 

Quote data

Open: 10.58
High: 10.58
Low: 10.58
Previous Close: 10.28
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.32%
3 Months
  -0.84%
YTD  
+44.93%
1 Year  
+1479.10%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 12.21 9.39
6M High / 6M Low: 12.21 2.50
High (YTD): 4/6/2021 12.21
Low (YTD): 1/4/2021 7.54
52W High: 4/6/2021 12.21
52W Low: 5/4/2020 0.52
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   10.61
Avg. volume 1M:   0.00
Avg. price 6M:   7.84
Avg. volume 6M:   0.00
Avg. price 1Y:   4.83
Avg. volume 1Y:   5.76
Volatility 1M:   75.55%
Volatility 6M:   118.65%
Volatility 1Y:   167.14%
Volatility 3Y:   -