Citi Call 26 IFX 17.06.2021/  DE000KA1CYG6  /

EUWAX
4/13/2021  8:34:01 AM Chg.-0.30 Bid2:13:25 PM Ask2:13:25 PM Underlying Strike price Expiration date Option type
9.32EUR -3.12% 9.67
Bid Size: 20,000
9.71
Ask Size: 20,000
INFINEON TECH.AG NA ... 26.00 - 6/17/2021 Call

Master data

WKN: KA1CYG
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 6/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 9.18
Intrinsic value: 9.18
Implied volatility: 1.08
Historic volatility: 0.41
Parity: 9.18
Time value: 0.35
Break-even: 35.53
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.20
Spread %: 2.10%
Delta: 0.75
Theta: -0.01
Omega: 2.77
Rho: 0.03
 

Quote data

Open: 9.32
High: 9.32
Low: 9.32
Previous Close: 9.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.16%
1 Month  
+13.52%
3 Months  
+2.64%
YTD  
+42.51%
1 Year  
+2488.89%
3 Years     -
5 Years     -
1W High / 1W Low: 11.25 9.62
1M High / 1M Low: 11.25 8.14
6M High / 6M Low: 11.25 2.13
High (YTD): 4/6/2021 11.25
Low (YTD): 1/4/2021 6.78
52W High: 4/6/2021 11.25
52W Low: 5/4/2020 0.41
Avg. price 1W:   10.42
Avg. volume 1W:   0.00
Avg. price 1M:   9.33
Avg. volume 1M:   0.00
Avg. price 6M:   6.85
Avg. volume 6M:   0.00
Avg. price 1Y:   4.16
Avg. volume 1Y:   0.00
Volatility 1M:   91.32%
Volatility 6M:   126.76%
Volatility 1Y:   177.85%
Volatility 3Y:   -