Citi Put 22 IFX 16.12.2021/  DE000KB4R0F7  /

EUWAX
5/18/2021  8:20:18 AM Chg.+0.020 Bid5:36:50 PM Ask5:36:50 PM Underlying Strike price Expiration date Option type
0.500EUR +4.17% 0.520
Bid Size: 3,000
0.720
Ask Size: 3,000
INFINEON TECH.AG NA ... 22.00 EUR 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 EUR
Maturity: 12/16/2021
Issue date: 6/24/2020
Last trading day: 12/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -42.94
Leverage: Yes

Calculated values

Fair value: 3.03
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.37
Parity: -9.35
Time value: 0.73
Break-even: 21.27
Moneyness: 0.70
Premium: 0.32
Premium p.a.: 0.62
Spread abs.: 0.20
Spread %: 27.40%
Delta: -0.36
Theta: -0.02
Omega: -15.48
Rho: -0.07
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month  
+47.06%
3 Months
  -19.35%
YTD
  -57.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.480
1M High / 1M Low: 0.640 0.280
6M High / 6M Low: 2.160 0.280
High (YTD): 1/28/2021 1.220
Low (YTD): 4/28/2021 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.43%
Volatility 6M:   163.73%
Volatility 1Y:   -
Volatility 3Y:   -