Citi Put 22 IFX 16.12.2021/  DE000KB4R0F7  /

Frankfurt Zert./CITI
4/15/2021  3:46:57 PM Chg.+0.040 Bid4:04:10 PM Ask4:04:10 PM Underlying Strike price Expiration date Option type
0.400EUR +11.11% 0.400
Bid Size: 20,000
0.420
Ask Size: 20,000
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: -62.24
Leverage: Yes

Calculated values

Fair value: 2.79
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.40
Parity: -13.48
Time value: 0.57
Break-even: 21.43
Moneyness: 0.62
Premium: 0.40
Premium p.a.: 0.64
Spread abs.: 0.20
Spread %: 35.09%
Delta: -0.20
Theta: -0.01
Omega: -12.17
Rho: -0.05
 

Quote data

Open: 0.360
High: 0.400
Low: 0.360
Previous Close: 0.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -37.50%
3 Months
  -56.04%
YTD
  -66.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.360
1M High / 1M Low: 0.670 0.360
6M High / 6M Low: 3.480 0.360
High (YTD): 1/27/2021 1.150
Low (YTD): 4/14/2021 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   1.253
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.49%
Volatility 6M:   135.01%
Volatility 1Y:   -
Volatility 3Y:   -