Citi Call 27.5 IFX 17.06.2021/  DE000KA1WTW1  /

EUWAX
4/13/2021  8:10:14 AM Chg.-0.33 Bid12:59:15 PM Ask12:59:15 PM Underlying Strike price Expiration date Option type
7.90EUR -4.01% 8.20
Bid Size: 20,000
8.24
Ask Size: 20,000
INFINEON TECH.AG NA ... 27.50 - 6/17/2021 Call

Master data

WKN: KA1WTW
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 27.50 -
Maturity: 6/17/2021
Issue date: 7/10/2019
Last trading day: 6/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 7.68
Intrinsic value: 7.68
Implied volatility: 0.98
Historic volatility: 0.41
Parity: 7.68
Time value: 0.44
Break-even: 35.62
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.20
Spread %: 2.46%
Delta: 0.71
Theta: -0.01
Omega: 3.09
Rho: 0.03
 

Quote data

Open: 7.90
High: 7.90
Low: 7.90
Previous Close: 8.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.88%
1 Month  
+11.27%
3 Months  
+0.38%
YTD  
+42.60%
1 Year  
+3334.78%
3 Years     -
5 Years     -
1W High / 1W Low: 9.86 8.23
1M High / 1M Low: 9.86 6.85
6M High / 6M Low: 9.86 1.64
High (YTD): 4/6/2021 9.86
Low (YTD): 1/4/2021 5.62
52W High: 4/6/2021 9.86
52W Low: 4/16/2020 0.28
Avg. price 1W:   9.04
Avg. volume 1W:   0.00
Avg. price 1M:   8.00
Avg. volume 1M:   0.00
Avg. price 6M:   5.80
Avg. volume 6M:   0.00
Avg. price 1Y:   3.46
Avg. volume 1Y:   0.00
Volatility 1M:   100.11%
Volatility 6M:   141.30%
Volatility 1Y:   192.60%
Volatility 3Y:   -