Citi Put 21 IFX 16.12.2021/  DE000KA92AM6  /

EUWAX
5/14/2021  8:23:05 AM Chg.-0.040 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
0.460EUR -8.00% -
Bid Size: -
-
Ask Size: -
INFINEON TECH.AG NA ... 21.00 EUR 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 EUR
Maturity: 12/16/2021
Issue date: 2/28/2020
Last trading day: 12/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -45.04
Leverage: Yes

Calculated values

Fair value: 2.70
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.37
Parity: -9.63
Time value: 0.68
Break-even: 20.32
Moneyness: 0.69
Premium: 0.34
Premium p.a.: 0.63
Spread abs.: 0.20
Spread %: 29.41%
Delta: -0.30
Theta: -0.02
Omega: -13.60
Rho: -0.06
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month  
+64.29%
3 Months
  -17.86%
YTD
  -52.08%
1 Year
  -92.51%
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.310
1M High / 1M Low: 0.500 0.210
6M High / 6M Low: 1.840 0.210
High (YTD): 1/28/2021 1.010
Low (YTD): 4/28/2021 0.210
52W High: 5/18/2020 6.240
52W Low: 4/28/2021 0.210
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.717
Avg. volume 6M:   5.691
Avg. price 1Y:   2.091
Avg. volume 1Y:   3.543
Volatility 1M:   238.84%
Volatility 6M:   175.56%
Volatility 1Y:   139.17%
Volatility 3Y:   -