Citi Call 200 STZ 15.06.2023/  DE000KE9MAX9  /

EUWAX
12/3/2021  8:09:57 AM Chg.+0.14 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
4.15EUR +3.49% -
Bid Size: -
-
Ask Size: -
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: 4.74
Leverage: Yes

Calculated values

Fair value: 2.32
Intrinsic value: 2.32
Implied volatility: 0.88
Historic volatility: 0.17
Parity: 2.32
Time value: 1.90
Break-even: 219.05
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.47%
Delta: 0.44
Theta: 0.00
Omega: 2.09
Rho: 0.70
 

Quote data

Open: 4.15
High: 4.15
Low: 4.15
Previous Close: 4.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.53%
1 Month  
+16.90%
3 Months  
+33.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.53 4.01
1M High / 1M Low: 5.04 3.55
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.20
Avg. volume 1W:   0.00
Avg. price 1M:   4.26
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -