Citi Call 27 IFX 17.06.2021/  DE000KA1CYM4  /

Frankfurt Zert./CITI
4/9/2021  7:34:50 PM Chg.-0.440 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
8.700EUR -4.81% 8.750
Bid Size: 1,000
8.950
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: 9.240
High: 9.240
Low: 8.630
Previous Close: 9.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.13%
1 Month  
+32.82%
3 Months  
+10.83%
YTD  
+44.28%
1 Year  
+2385.71%
3 Years     -
5 Years     -
1W High / 1W Low: 9.490 8.700
1M High / 1M Low: 9.790 6.550
6M High / 6M Low: 9.790 1.910
High (YTD): 4/1/2021 9.790
Low (YTD): 1/6/2021 5.940
52W High: 4/1/2021 9.790
52W Low: 4/15/2020 0.310
Avg. price 1W:   9.197
Avg. volume 1W:   0.000
Avg. price 1M:   8.246
Avg. volume 1M:   0.000
Avg. price 6M:   6.127
Avg. volume 6M:   21.452
Avg. price 1Y:   3.677
Avg. volume 1Y:   10.598
Volatility 1M:   107.82%
Volatility 6M:   140.32%
Volatility 1Y:   188.41%
Volatility 3Y:   -