Citi Call 200 STZ 15.06.2023/  DE000KE9MAX9  /

EUWAX
1/17/2022  8:10:34 AM Chg.+0.04 Bid11:08:05 AM Ask11:08:05 AM Underlying Strike price Expiration date Option type
5.47EUR +0.74% 5.53
Bid Size: 3,100
5.59
Ask Size: 3,100
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: 1.28
Break-even: 230.66
Moneyness: 1.24
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.36%
Delta: 0.51
Theta: -0.01
Omega: 1.99
Rho: 0.77
 

Quote data

Open: 5.47
High: 5.47
Low: 5.47
Previous Close: 5.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.92%
1 Month  
+8.32%
3 Months  
+51.52%
YTD
  -3.01%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.90 5.40
1M High / 1M Low: 5.99 4.99
6M High / 6M Low: - -
High (YTD): 1/5/2022 5.99
Low (YTD): 1/7/2022 5.39
52W High: - -
52W Low: - -
Avg. price 1W:   5.52
Avg. volume 1W:   0.00
Avg. price 1M:   5.47
Avg. volume 1M:   134.21
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -