Citi Put 21 IFX 16.12.2021/  DE000KA92AM6  /

Frankfurt Zert./CITI
4/19/2021  3:02:22 PM Chg.+0.050 Bid4/19/2021 Ask4/19/2021 Underlying Strike price Expiration date Option type
0.300EUR +20.00% 0.300
Bid Size: 20,000
0.320
Ask Size: 20,000
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: 2.10
Intrinsic value: 0.00
Implied volatility: 0.20
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: -0.14
Theta: -0.01
Omega: -11.12
Rho: -0.04
 

Quote data

Open: 0.250
High: 0.300
Low: 0.250
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -43.40%
3 Months
  -56.52%
YTD
  -69.07%
1 Year
  -95.53%
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.250
1M High / 1M Low: 0.530 0.250
6M High / 6M Low: 3.010 0.250
High (YTD): 1/27/2021 0.950
Low (YTD): 4/16/2021 0.250
52W High: 4/21/2020 7.540
52W Low: 4/16/2021 0.250
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   1.015
Avg. volume 6M:   0.000
Avg. price 1Y:   2.512
Avg. volume 1Y:   0.000
Volatility 1M:   116.57%
Volatility 6M:   135.78%
Volatility 1Y:   114.82%
Volatility 3Y:   -