Citi Put 21 IFX 16.12.2021/  DE000KA92AM6  /

EUWAX
4/13/2021  9:13:05 AM Chg.+0.020 Bid6:29:48 PM Ask6:29:48 PM Underlying Strike price Expiration date Option type
0.360EUR +5.88% 0.300
Bid Size: 3,000
0.500
Ask Size: 3,000
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: -67.65
Leverage: Yes

Calculated values

Fair value: 2.53
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.41
Parity: -14.18
Time value: 0.52
Break-even: 20.48
Moneyness: 0.60
Premium: 0.42
Premium p.a.: 0.68
Spread abs.: 0.20
Spread %: 38.46%
Delta: -0.17
Theta: -0.01
Omega: -11.29
Rho: -0.04
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.86%
1 Month
  -33.33%
3 Months
  -45.45%
YTD
  -62.50%
1 Year
  -94.52%
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 0.340
1M High / 1M Low: 0.540 0.340
6M High / 6M Low: 3.000 0.340
High (YTD): 1/28/2021 1.010
Low (YTD): 4/12/2021 0.340
52W High: 4/24/2020 7.500
52W Low: 4/12/2021 0.340
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   1.075
Avg. volume 6M:   7.258
Avg. price 1Y:   2.614
Avg. volume 1Y:   3.586
Volatility 1M:   152.72%
Volatility 6M:   150.10%
Volatility 1Y:   121.94%
Volatility 3Y:   -