Citi Call 200 STZ 15.06.2023/  DE000KE9MAX9  /

Frankfurt Zert./CITI
1/18/2022  6:41:04 PM Chg.-0.080 Bid6:50:59 PM Ask6:50:59 PM Underlying Strike price Expiration date Option type
5.410EUR -1.46% 5.320
Bid Size: 12,500
5.340
Ask Size: 12,500
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: 3.93
Leverage: Yes

Calculated values

Fair value: 4.26
Intrinsic value: 4.26
Implied volatility: 0.92
Historic volatility: 0.17
Parity: 4.26
Time value: 1.29
Break-even: 230.78
Moneyness: 1.24
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.08%
Delta: 0.51
Theta: -0.01
Omega: 1.99
Rho: 0.77
 

Quote data

Open: 5.400
High: 5.500
Low: 5.270
Previous Close: 5.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.36%
1 Month  
+5.25%
3 Months  
+62.46%
YTD
  -3.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.840 5.400
1M High / 1M Low: 6.020 4.720
6M High / 6M Low: - -
High (YTD): 1/5/2022 6.020
Low (YTD): 1/10/2022 5.260
52W High: - -
52W Low: - -
Avg. price 1W:   5.550
Avg. volume 1W:   0.000
Avg. price 1M:   5.497
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -