Citi Put 20 IFX 16.12.2021/  DE000KA92AL8  /

EUWAX
4/16/2021  8:24:30 AM Chg.-0.010 Bid3:30:00 PM Ask3:30:00 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.240
Bid Size: 20,000
0.260
Ask Size: 20,000
INFINEON TECH.AG NA ... 20.00 - 12/16/2021 Put

Master data

WKN: KA92AL
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 12/16/2021
Issue date: 2/28/2020
Last trading day: 12/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -88.65
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.40
Parity: -15.46
Time value: 0.40
Break-even: 19.60
Moneyness: 0.56
Premium: 0.45
Premium p.a.: 0.74
Spread abs.: 0.20
Spread %: 50.00%
Delta: -0.12
Theta: -0.01
Omega: -10.21
Rho: -0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.03%
1 Month
  -48.72%
3 Months
  -66.10%
YTD
  -74.36%
1 Year
  -96.88%
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.210
1M High / 1M Low: 0.420 0.210
6M High / 6M Low: 2.570 0.210
High (YTD): 1/28/2021 0.830
Low (YTD): 4/15/2021 0.210
52W High: 4/24/2020 6.750
52W Low: 4/15/2021 0.210
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   2.223
Avg. volume 1Y:   0.000
Volatility 1M:   158.41%
Volatility 6M:   151.47%
Volatility 1Y:   123.08%
Volatility 3Y:   -