Citi Put 21 IFX 16.12.2021/  DE000KA92AM6  /

EUWAX
4/16/2021  8:24:30 AM Chg.-0.020 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
0.260EUR -7.14% 0.260
Bid Size: 1,000
0.460
Ask Size: 1,000
INFINEON TECH.AG NA ... 21.00 - 12/16/2021 Put

Master data

WKN: KA92AM
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 21.00 -
Maturity: 12/16/2021
Issue date: 2/28/2020
Last trading day: 12/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -77.15
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.40
Parity: -14.49
Time value: 0.46
Break-even: 20.54
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 0.70
Spread abs.: 0.20
Spread %: 43.48%
Delta: -0.15
Theta: -0.01
Omega: -11.47
Rho: -0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.73%
1 Month
  -44.68%
3 Months
  -64.38%
YTD
  -72.92%
1 Year
  -96.25%
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 0.530 0.260
6M High / 6M Low: 3.000 0.260
High (YTD): 1/28/2021 1.010
Low (YTD): 4/16/2021 0.260
52W High: 4/24/2020 7.500
52W Low: 4/16/2021 0.260
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.405
Avg. volume 1M:   0.000
Avg. price 6M:   1.023
Avg. volume 6M:   5.645
Avg. price 1Y:   2.545
Avg. volume 1Y:   3.557
Volatility 1M:   162.82%
Volatility 6M:   153.35%
Volatility 1Y:   123.21%
Volatility 3Y:   -