Citi Put 21 IFX 16.12.2021/  DE000KA92AM6  /

Frankfurt Zert./CITI
5/6/2021  7:27:57 PM Chg.+0.070 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.370EUR +23.33% 0.360
Bid Size: 1,000
0.560
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: -63.24
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.37
Parity: -11.25
Time value: 0.51
Break-even: 20.49
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 0.66
Spread abs.: 0.20
Spread %: 39.22%
Delta: -0.22
Theta: -0.01
Omega: -13.92
Rho: -0.05
 

Quote data

Open: 0.300
High: 0.430
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+48.00%
1 Month
  -7.50%
3 Months
  -46.38%
YTD
  -61.86%
1 Year
  -93.71%
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.220
1M High / 1M Low: 0.410 0.210
6M High / 6M Low: 2.040 0.210
High (YTD): 1/27/2021 0.950
Low (YTD): 4/27/2021 0.210
52W High: 5/15/2020 6.380
52W Low: 4/27/2021 0.210
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   0.785
Avg. volume 6M:   0.000
Avg. price 1Y:   2.206
Avg. volume 1Y:   0.000
Volatility 1M:   182.39%
Volatility 6M:   144.21%
Volatility 1Y:   121.60%
Volatility 3Y:   -