Citi Put 22 IFX 16.12.2021/  DE000KB4R0F7  /

EUWAX
4/9/2021  8:19:04 AM Chg.-0.040 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
0.460EUR -8.00% 0.430
Bid Size: 1,000
0.630
Ask Size: 1,000
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: -53.13
Leverage: Yes

Calculated values

Fair value: 3.10
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.41
Parity: -13.60
Time value: 0.67
Break-even: 21.33
Moneyness: 0.62
Premium: 0.40
Premium p.a.: 0.64
Spread abs.: 0.20
Spread %: 29.85%
Delta: -0.22
Theta: -0.02
Omega: -11.54
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
  -2.13%
1 Month
  -32.35%
3 Months
  -48.31%
YTD
  -60.68%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.440
1M High / 1M Low: 0.680 0.440
6M High / 6M Low: 3.460 0.440
High (YTD): 1/28/2021 1.220
Low (YTD): 4/6/2021 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.473
Avg. volume 1W:   0.000
Avg. price 1M:   0.566
Avg. volume 1M:   0.000
Avg. price 6M:   1.312
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.86%
Volatility 6M:   144.50%
Volatility 1Y:   -
Volatility 3Y:   -