Citi Call 25 IFX 16.12.2021/  DE000KA1ZY12  /

Frankfurt Zert./CITI
5/7/2021  7:27:42 PM Chg.+0.720 Bid9:57:35 PM Ask9:57:35 PM Underlying Strike price Expiration date Option type
8.130EUR +9.72% -
Bid Size: -
-
Ask Size: -
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: 3.88
Leverage: Yes

Calculated values

Fair value: 7.50
Intrinsic value: 7.50
Implied volatility: 0.94
Historic volatility: 0.37
Parity: 7.50
Time value: 0.88
Break-even: 33.38
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.20
Spread %: 2.39%
Delta: 0.60
Theta: 0.00
Omega: 2.34
Rho: 0.07
 

Quote data

Open: 7.710
High: 8.280
Low: 7.550
Previous Close: 7.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.82%
1 Month
  -31.10%
3 Months
  -28.62%
YTD
  -2.52%
1 Year  
+464.58%
3 Years     -
5 Years     -
1W High / 1W Low: 9.510 7.410
1M High / 1M Low: 11.800 7.410
6M High / 6M Low: 12.400 4.460
High (YTD): 4/1/2021 12.400
Low (YTD): 5/6/2021 7.410
52W High: 4/1/2021 12.400
52W Low: 5/15/2020 1.120
Avg. price 1W:   8.216
Avg. volume 1W:   0.000
Avg. price 1M:   9.868
Avg. volume 1M:   0.000
Avg. price 6M:   9.230
Avg. volume 6M:   0.000
Avg. price 1Y:   6.044
Avg. volume 1Y:   4.941
Volatility 1M:   97.64%
Volatility 6M:   99.87%
Volatility 1Y:   127.52%
Volatility 3Y:   -