Citi Call 25 IFX 17.06.2021/  DE000KA1CYC5  /

Frankfurt Zert./CITI
4/14/2021  7:36:37 PM Chg.-0.050 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
10.530EUR -0.47% -
Bid Size: -
-
Ask Size: -
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: 2.88
Leverage: Yes

Calculated values

Fair value: 5.47
Intrinsic value: 5.47
Implied volatility: 2.44
Historic volatility: 0.37
Parity: 5.47
Time value: 5.12
Break-even: 35.58
Moneyness: 1.22
Premium: 0.17
Premium p.a.: 4.05
Spread abs.: 0.20
Spread %: 1.89%
Delta: 0.72
Theta: -0.09
Omega: 2.06
Rho: 0.01
 

Quote data

Open: 10.580
High: 10.760
Low: 10.460
Previous Close: 10.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -0.47%
3 Months
  -1.22%
YTD  
+40.03%
1 Year  
+1285.53%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 10.580 10.530
6M High / 6M Low: 11.670 3.700
High (YTD): 4/1/2021 11.670
Low (YTD): 1/6/2021 7.430
52W High: 4/1/2021 11.670
52W Low: 5/15/2020 0.730
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   10.555
Avg. volume 1M:   0.000
Avg. price 6M:   8.498
Avg. volume 6M:   0.000
Avg. price 1Y:   5.086
Avg. volume 1Y:   5.128
Volatility 1M:   -
Volatility 6M:   112.32%
Volatility 1Y:   153.32%
Volatility 3Y:   -