Citi Call 27 IFX 17.06.2021/  DE000KA1CYM4  /

EUWAX
4/9/2021  8:34:33 AM Chg.-0.33 Bid9:58:40 PM Ask9:58:40 PM Underlying Strike price Expiration date Option type
9.24EUR -3.45% 8.75
Bid Size: 1,000
8.95
Ask Size: 1,000
INFINEON TECH.AG NA ... 27.00 - 6/17/2021 Call

Master data

WKN: KA1CYM
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 27.00 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 6/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 8.60
Intrinsic value: 8.60
Implied volatility: 1.02
Historic volatility: 0.41
Parity: 8.60
Time value: 0.35
Break-even: 35.95
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.20
Spread %: 2.23%
Delta: 0.73
Theta: -0.01
Omega: 2.90
Rho: 0.03
 

Quote data

Open: 9.24
High: 9.24
Low: 9.24
Previous Close: 9.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.55%
1 Month  
+37.30%
3 Months  
+23.04%
YTD  
+52.22%
1 Year  
+3322.22%
3 Years     -
5 Years     -
1W High / 1W Low: 10.31 9.24
1M High / 1M Low: 10.31 6.73
6M High / 6M Low: 10.31 1.81
High (YTD): 4/6/2021 10.31
Low (YTD): 3/4/2021 5.82
52W High: 4/6/2021 10.31
52W Low: 5/4/2020 0.32
Avg. price 1W:   9.69
Avg. volume 1W:   0.00
Avg. price 1M:   8.29
Avg. volume 1M:   0.00
Avg. price 6M:   6.11
Avg. volume 6M:   8.06
Avg. price 1Y:   3.67
Avg. volume 1Y:   6.75
Volatility 1M:   96.77%
Volatility 6M:   142.55%
Volatility 1Y:   191.16%
Volatility 3Y:   -