Citi Call 225 STZ 15.06.2023/  DE000KE8VMN8  /

Frankfurt Zert./CITI
12/3/2021  7:25:53 PM Chg.+0.120 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
2.990EUR +4.18% 3.010
Bid Size: 3,700
3.030
Ask Size: 3,700
Constellation Brands... 225.00 USD 6/15/2023 Call

Master data

WKN: KE8VMN
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 225.00 USD
Maturity: 6/15/2023
Issue date: 6/23/2021
Last trading day: 6/14/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.60
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.11
Implied volatility: 0.80
Historic volatility: 0.17
Parity: 0.11
Time value: 2.92
Break-even: 229.25
Moneyness: 1.01
Premium: 0.15
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.66%
Delta: 0.36
Theta: 0.00
Omega: 2.35
Rho: 0.62
 

Quote data

Open: 2.970
High: 2.990
Low: 2.880
Previous Close: 2.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.78%
1 Month  
+14.12%
3 Months  
+43.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.030 2.870
1M High / 1M Low: 3.510 2.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.962
Avg. volume 1W:   20
Avg. price 1M:   3.051
Avg. volume 1M:   4.762
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -