Citi Call 200 STZ 16.12.2021/  DE000KB5S4K7  /

EUWAX
10/18/2021  8:13:30 AM Chg.-0.24 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
1.75EUR -12.06% -
Bid Size: -
-
Ask Size: -
Constellation Brands... 200.00 USD 12/16/2021 Call

Master data

WKN: KB5S4K
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/16/2021
Issue date: 7/16/2020
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.32
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.63
Implied volatility: 0.61
Historic volatility: 0.20
Parity: 1.63
Time value: 0.20
Break-even: 190.77
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.09%
Delta: 0.55
Theta: -0.02
Omega: 5.65
Rho: 0.14
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -5.91%
3 Months
  -33.46%
YTD
  -43.00%
1 Year  
+16.67%
3 Years     -
5 Years     -
1W High / 1W Low: 1.99 1.91
1M High / 1M Low: 1.99 1.50
6M High / 6M Low: 4.14 1.48
High (YTD): 2/15/2021 4.66
Low (YTD): 9/8/2021 1.48
52W High: 2/15/2021 4.66
52W Low: 10/30/2020 0.88
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   2.68
Avg. volume 6M:   0.00
Avg. price 1Y:   2.81
Avg. volume 1Y:   0.00
Volatility 1M:   102.01%
Volatility 6M:   97.49%
Volatility 1Y:   122.64%
Volatility 3Y:   -