Citi Put 22 IFX 16.12.2021/  DE000KB4R0F7  /

EUWAX
4/13/2021  9:09:57 AM Chg.+0.020 Bid6:51:33 PM Ask6:51:33 PM Underlying Strike price Expiration date Option type
0.450EUR +4.65% 0.380
Bid Size: 3,000
0.580
Ask Size: 3,000
INFINEON TECH.AG NA ... 22.00 - 12/16/2021 Put

Master data

WKN: KB4R0F
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 22.00 -
Maturity: 12/16/2021
Issue date: 6/24/2020
Last trading day: 12/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -57.67
Leverage: Yes

Calculated values

Fair value: 3.16
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.41
Parity: -13.18
Time value: 0.61
Break-even: 21.39
Moneyness: 0.63
Premium: 0.39
Premium p.a.: 0.63
Spread abs.: 0.20
Spread %: 32.79%
Delta: -0.22
Theta: -0.02
Omega: -12.69
Rho: -0.06
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.27%
1 Month
  -33.82%
3 Months
  -45.12%
YTD
  -61.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: 0.680 0.430
6M High / 6M Low: 3.460 0.430
High (YTD): 1/28/2021 1.220
Low (YTD): 4/12/2021 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   1.297
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.73%
Volatility 6M:   144.69%
Volatility 1Y:   -
Volatility 3Y:   -