Citi Call 26 IFX 17.06.2021/  DE000KA1CYG6  /

Frankfurt Zert./CITI
4/14/2021  7:30:14 PM Chg.-0.040 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
9.570EUR -0.42% -
Bid Size: -
-
Ask Size: -
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: 4/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 8.66
Intrinsic value: 8.66
Implied volatility: 1.20
Historic volatility: 0.40
Parity: 8.66
Time value: 0.95
Break-even: 35.61
Moneyness: 1.33
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.20
Spread %: 2.08%
Delta: 0.74
Theta: -0.02
Omega: 2.68
Rho: 0.03
 

Quote data

Open: 9.630
High: 9.830
Low: 9.490
Previous Close: 9.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.42%
1 Month  
+18.88%
3 Months  
+1.48%
YTD  
+40.94%
1 Year  
+1495.00%
3 Years     -
5 Years     -
1W High / 1W Low: 9.610 9.570
1M High / 1M Low: 10.720 8.470
6M High / 6M Low: 10.720 2.260
High (YTD): 4/1/2021 10.720
Low (YTD): 1/6/2021 6.660
52W High: 4/1/2021 10.720
52W Low: 5/4/2020 0.420
Avg. price 1W:   9.590
Avg. volume 1W:   0.000
Avg. price 1M:   9.607
Avg. volume 1M:   0.000
Avg. price 6M:   7.021
Avg. volume 6M:   0.000
Avg. price 1Y:   4.278
Avg. volume 1Y:   0.000
Volatility 1M:   74.72%
Volatility 6M:   134.09%
Volatility 1Y:   174.02%
Volatility 3Y:   -