Citi Call 200 STZ 16.12.2021/  DE000KB5S4K7  /

Frankfurt Zert./CITI
10/19/2021  9:20:03 AM Chg.-0.100 Bid10:07:44 AM Ask10:07:44 AM Underlying Strike price Expiration date Option type
1.560EUR -6.02% 1.580
Bid Size: 6,200
1.630
Ask Size: 6,200
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: 11.68
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.34
Implied volatility: 0.58
Historic volatility: 0.20
Parity: 1.34
Time value: 0.25
Break-even: 188.11
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.26%
Delta: 0.52
Theta: -0.02
Omega: 6.08
Rho: 0.13
 

Quote data

Open: 1.560
High: 1.560
Low: 1.560
Previous Close: 1.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.41%
1 Month
  -13.33%
3 Months
  -35.80%
YTD
  -48.85%
1 Year  
+4.00%
3 Years     -
5 Years     -
1W High / 1W Low: 2.050 1.660
1M High / 1M Low: 2.090 1.460
6M High / 6M Low: 4.180 1.460
High (YTD): 2/15/2021 4.660
Low (YTD): 9/28/2021 1.460
52W High: 2/15/2021 4.660
52W Low: 10/30/2020 0.870
Avg. price 1W:   1.892
Avg. volume 1W:   0.000
Avg. price 1M:   1.712
Avg. volume 1M:   0.000
Avg. price 6M:   2.667
Avg. volume 6M:   0.000
Avg. price 1Y:   2.812
Avg. volume 1Y:   0.000
Volatility 1M:   140.85%
Volatility 6M:   96.45%
Volatility 1Y:   119.56%
Volatility 3Y:   -