Citi Call 26 IFX 17.06.2021/  DE000KA1CYG6  /

EUWAX
4/14/2021  8:31:36 AM Chg.- Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
9.61EUR - 9.41
Bid Size: 1,000
9.61
Ask Size: 1,000
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: 4/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.38
Leverage: Yes

Calculated values

Fair value: 6.50
Intrinsic value: 6.50
Implied volatility: 1.77
Historic volatility: 0.37
Parity: 6.50
Time value: 3.11
Break-even: 35.61
Moneyness: 1.25
Premium: 0.10
Premium p.a.: 1.30
Spread abs.: 0.20
Spread %: 2.08%
Delta: 0.72
Theta: -0.06
Omega: 2.42
Rho: 0.01
 

Quote data

Open: 9.61
High: 9.61
Low: 9.61
Previous Close: 9.32
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.48%
3 Months  
+9.33%
YTD  
+46.94%
1 Year  
+1030.59%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 10.50 9.32
6M High / 6M Low: 11.25 3.07
High (YTD): 4/6/2021 11.25
Low (YTD): 1/4/2021 6.78
52W High: 4/6/2021 11.25
52W Low: 5/14/2020 0.55
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   9.85
Avg. volume 1M:   0.00
Avg. price 6M:   7.50
Avg. volume 6M:   0.00
Avg. price 1Y:   4.45
Avg. volume 1Y:   0.00
Volatility 1M:   58.21%
Volatility 6M:   118.37%
Volatility 1Y:   162.47%
Volatility 3Y:   -