Citi Call 27 IFX 17.06.2021
/ DE000KA1CYM4
Citi Call 27 IFX 17.06.2021/ DE000KA1CYM4 /
| 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: |
|
- |