Citi Call 200 STZ 15.06.2023/  DE000KE9MAX9  /

Frankfurt Zert./CITI
1/14/2022  7:27:31 PM Chg.-0.090 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
5.400EUR -1.64% 5.520
Bid Size: 7,500
5.540
Ask Size: 7,500
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: 3.91
Leverage: Yes

Calculated values

Fair value: 4.12
Intrinsic value: 4.12
Implied volatility: 0.93
Historic volatility: 0.17
Parity: 4.12
Time value: 1.42
Break-even: 230.61
Moneyness: 1.24
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.36%
Delta: 0.51
Theta: -0.01
Omega: 1.98
Rho: 0.76
 

Quote data

Open: 5.440
High: 5.460
Low: 5.280
Previous Close: 5.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.64%
1 Month  
+5.88%
3 Months  
+54.29%
YTD
  -3.74%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.840 5.260
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:   5.504
Avg. volume 1W:   0.000
Avg. price 1M:   5.460
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -