Citi Call 25 IFX 17.06.2021/  DE000KA1CYD3  /

EUWAX
4/9/2021  8:34:33 AM Chg.+0.01 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
1.13EUR +0.89% 1.08
Bid Size: 10,000
1.10
Ask Size: 10,000
INFINEON TECH.AG NA ... 25.00 - 6/17/2021 Call

Master data

WKN: KA1CYD
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: 6/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 1.17
Historic volatility: 0.41
Parity: 1.06
Time value: 0.04
Break-even: 36.00
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.82%
Delta: 0.77
Theta: -0.01
Omega: 2.50
Rho: 0.03
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.59%
1 Month  
+32.94%
3 Months  
+18.95%
YTD  
+54.79%
1 Year  
+2725.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.23 1.12
1M High / 1M Low: 1.23 0.85
6M High / 6M Low: 1.23 0.25
High (YTD): 4/6/2021 1.23
Low (YTD): 3/5/2021 0.75
52W High: 4/6/2021 1.23
52W Low: 5/4/2020 0.04
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   80.65
Avg. price 1Y:   0.47
Avg. volume 1Y:   40
Volatility 1M:   84.91%
Volatility 6M:   124.73%
Volatility 1Y:   175.34%
Volatility 3Y:   -