Citi Call 25 IFX 16.12.2021/  DE000KA1ZY20  /

Frankfurt Zert./CITI
5/7/2021  7:37:51 PM Chg.+0.070 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
0.810EUR +9.46% -
Bid Size: -
-
Ask Size: -
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: 3.87
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.75
Implied volatility: 0.94
Historic volatility: 0.37
Parity: 0.75
Time value: 0.09
Break-even: 33.40
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.38%
Delta: 0.60
Theta: 0.00
Omega: 2.33
Rho: 0.07
 

Quote data

Open: 0.770
High: 0.830
Low: 0.750
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.96%
1 Month
  -28.32%
3 Months
  -25.00%
YTD
  -2.41%
1 Year  
+523.08%
3 Years     -
5 Years     -
1W High / 1W Low: 0.950 0.740
1M High / 1M Low: 1.130 0.740
6M High / 6M Low: 1.240 0.440
High (YTD): 4/1/2021 1.240
Low (YTD): 5/6/2021 0.740
52W High: 4/1/2021 1.240
52W Low: 5/15/2020 0.100
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.978
Avg. volume 1M:   0.000
Avg. price 6M:   0.923
Avg. volume 6M:   0.000
Avg. price 1Y:   0.604
Avg. volume 1Y:   0.000
Volatility 1M:   97.59%
Volatility 6M:   100.28%
Volatility 1Y:   136.03%
Volatility 3Y:   -