Citi Call 26.5 IFX 17.06.2021/  DE000KA1CYJ0  /

Frankfurt Zert./CITI
4/14/2021  7:32:11 PM Chg.-0.040 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
9.090EUR -0.44% -
Bid Size: -
-
Ask Size: -
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: 4/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 8.99
Intrinsic value: 8.99
Implied volatility: 1.02
Historic volatility: 0.40
Parity: 8.99
Time value: 0.14
Break-even: 35.63
Moneyness: 1.34
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.20
Spread %: 2.19%
Delta: 0.75
Theta: -0.01
Omega: 2.93
Rho: 0.03
 

Quote data

Open: 9.130
High: 9.340
Low: 9.000
Previous Close: 9.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.87%
1 Month  
+9.12%
3 Months  
+12.64%
YTD  
+42.92%
1 Year  
+1523.21%
3 Years     -
5 Years     -
1W High / 1W Low: 9.130 8.790
1M High / 1M Low: 10.260 7.630
6M High / 6M Low: 10.260 2.070
High (YTD): 4/1/2021 10.260
Low (YTD): 1/6/2021 6.290
52W High: 4/1/2021 10.260
52W Low: 5/4/2020 0.370
Avg. price 1W:   9.003
Avg. volume 1W:   0.000
Avg. price 1M:   8.954
Avg. volume 1M:   0.000
Avg. price 6M:   6.630
Avg. volume 6M:   0.000
Avg. price 1Y:   4.013
Avg. volume 1Y:   0.000
Volatility 1M:   100.98%
Volatility 6M:   137.30%
Volatility 1Y:   178.00%
Volatility 3Y:   -