Citi Call 200 STZ 15.06.2023/  DE000KE9MAX9  /

Frankfurt Zert./CITI
11/29/2021  1:32:48 PM Chg.+0.100 Bid1:37:13 PM Ask1:37:13 PM Underlying Strike price Expiration date Option type
4.460EUR +2.29% 4.480
Bid Size: 10,000
4.530
Ask Size: 10,000
Constellation Brands... 200.00 USD 6/15/2023 Call

Master data

WKN: KE9MAX
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 6/15/2023
Issue date: 7/21/2021
Last trading day: 6/14/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 2.60
Intrinsic value: 2.60
Implied volatility: 0.88
Historic volatility: 0.17
Parity: 2.60
Time value: 1.82
Break-even: 221.31
Moneyness: 1.15
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.36%
Delta: 0.45
Theta: 0.00
Omega: 2.07
Rho: 0.73
 

Quote data

Open: 4.530
High: 4.530
Low: 4.460
Previous Close: 4.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.11%
1 Month  
+31.56%
3 Months  
+38.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.810 4.360
1M High / 1M Low: 4.810 3.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.616
Avg. volume 1W:   0.000
Avg. price 1M:   4.120
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -