Citi Call 25 IFX 17.06.2021/  DE000KA1CYD3  /

Frankfurt Zert./CITI
4/14/2021  7:35:57 PM Chg.0.000 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
1.070EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 4/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.05
Implied volatility: 1.14
Historic volatility: 0.40
Parity: 1.05
Time value: 0.02
Break-even: 35.70
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.87%
Delta: 0.78
Theta: -0.01
Omega: 2.59
Rho: 0.03
 

Quote data

Open: 1.070
High: 1.090
Low: 1.060
Previous Close: 1.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.46%
1 Month  
+11.46%
3 Months  
+13.83%
YTD  
+42.67%
1 Year  
+2575.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.120 1.030
1M High / 1M Low: 1.180 0.900
6M High / 6M Low: 1.180 0.270
High (YTD): 4/1/2021 1.180
Low (YTD): 1/6/2021 0.750
52W High: 4/1/2021 1.180
52W Low: 4/15/2020 0.040
Avg. price 1W:   1.072
Avg. volume 1W:   0.000
Avg. price 1M:   1.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.778
Avg. volume 6M:   16.129
Avg. price 1Y:   0.476
Avg. volume 1Y:   15.810
Volatility 1M:   87.33%
Volatility 6M:   124.07%
Volatility 1Y:   179.72%
Volatility 3Y:   -