Citi Put 20 IFX 16.12.2021/  DE000KA92AL8  /

Frankfurt Zert./CITI
4/13/2021  7:35:06 PM Chg.-0.030 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
0.220EUR -12.00% 0.220
Bid Size: 1,000
0.420
Ask Size: 1,000
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: -78.18
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.41
Parity: -15.18
Time value: 0.45
Break-even: 19.55
Moneyness: 0.57
Premium: 0.44
Premium p.a.: 0.72
Spread abs.: 0.20
Spread %: 44.44%
Delta: -0.13
Theta: -0.01
Omega: -10.20
Rho: -0.03
 

Quote data

Open: 0.280
High: 0.280
Low: 0.220
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -48.84%
3 Months
  -57.69%
YTD
  -72.50%
1 Year
  -96.30%
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.250
1M High / 1M Low: 0.420 0.250
6M High / 6M Low: 2.580 0.250
High (YTD): 1/27/2021 0.780
Low (YTD): 4/12/2021 0.250
52W High: 4/21/2020 6.800
52W Low: 4/12/2021 0.250
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   0.878
Avg. volume 6M:   0.000
Avg. price 1Y:   2.263
Avg. volume 1Y:   0.000
Volatility 1M:   134.46%
Volatility 6M:   144.96%
Volatility 1Y:   122.78%
Volatility 3Y:   -