Citi Call 26.5 IFX 17.06.2021/  DE000KA1CYJ0  /

EUWAX
4/14/2021  8:31:36 AM Chg.- Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
9.13EUR - 8.93
Bid Size: 1,000
9.13
Ask Size: 1,000
INFINEON TECH.AG NA ... 26.50 - 6/17/2021 Call

Master data

WKN: KA1CYJ
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 26.50 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 6/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 8.75
Intrinsic value: 8.75
Implied volatility: 1.10
Historic volatility: 0.41
Parity: 8.75
Time value: 0.59
Break-even: 35.84
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.20
Spread %: 2.14%
Delta: 0.74
Theta: -0.02
Omega: 2.79
Rho: 0.03
 

Quote data

Open: 9.13
High: 9.13
Low: 9.13
Previous Close: 8.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.97%
1 Month  
+16.60%
3 Months  
+10.27%
YTD  
+47.73%
1 Year  
+1884.78%
3 Years     -
5 Years     -
1W High / 1W Low: 10.03 8.84
1M High / 1M Low: 10.78 7.71
6M High / 6M Low: 10.78 1.97
High (YTD): 4/6/2021 10.78
Low (YTD): 1/4/2021 6.41
52W High: 4/6/2021 10.78
52W Low: 5/4/2020 0.36
Avg. price 1W:   9.37
Avg. volume 1W:   0.00
Avg. price 1M:   8.89
Avg. volume 1M:   0.00
Avg. price 6M:   6.57
Avg. volume 6M:   0.00
Avg. price 1Y:   3.97
Avg. volume 1Y:   0.00
Volatility 1M:   91.82%
Volatility 6M:   130.43%
Volatility 1Y:   182.34%
Volatility 3Y:   -