Citi Call 27 IFX 17.06.2021/  DE000KA1CYM4  /

EUWAX
4/14/2021  8:31:36 AM Chg.- Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
8.66EUR - 8.46
Bid Size: 1,000
8.66
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: 4/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.10
Leverage: Yes

Calculated values

Fair value: 8.48
Intrinsic value: 8.48
Implied volatility: 0.98
Historic volatility: 0.40
Parity: 8.48
Time value: 0.19
Break-even: 35.66
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.20
Spread %: 2.31%
Delta: 0.74
Theta: -0.01
Omega: 3.03
Rho: 0.03
 

Quote data

Open: 8.66
High: 8.66
Low: 8.66
Previous Close: 8.37
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -9.51%
1 Month  
+16.87%
3 Months  
+13.50%
YTD  
+42.67%
1 Year  
+2012.20%
3 Years     -
5 Years     -
1W High / 1W Low: 9.57 8.37
1M High / 1M Low: 10.31 7.29
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:   8.90
Avg. volume 1W:   0.00
Avg. price 1M:   8.45
Avg. volume 1M:   0.00
Avg. price 6M:   6.22
Avg. volume 6M:   0.00
Avg. price 1Y:   3.74
Avg. volume 1Y:   6.70
Volatility 1M:   95.60%
Volatility 6M:   142.39%
Volatility 1Y:   189.86%
Volatility 3Y:   -