Citi Put 21 IFX 16.12.2021/  DE000KA92AM6  /

Frankfurt Zert./CITI
5/7/2021  7:31:45 PM Chg.-0.040 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
0.330EUR -10.81% -
Bid Size: -
-
Ask Size: -
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: -61.32
Leverage: Yes

Calculated values

Fair value: 2.28
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.37
Parity: -11.50
Time value: 0.53
Break-even: 20.47
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.68
Spread abs.: 0.20
Spread %: 37.74%
Delta: -0.21
Theta: -0.01
Omega: -12.77
Rho: -0.04
 

Quote data

Open: 0.340
High: 0.400
Low: 0.320
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.00%
1 Month
  -13.16%
3 Months
  -42.11%
YTD
  -65.98%
1 Year
  -94.03%
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.220
1M High / 1M Low: 0.380 0.210
6M High / 6M Low: 2.020 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:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.768
Avg. volume 6M:   0.000
Avg. price 1Y:   2.164
Avg. volume 1Y:   0.000
Volatility 1M:   202.31%
Volatility 6M:   147.42%
Volatility 1Y:   124.22%
Volatility 3Y:   -