Citi Call 225 STZ 15.06.2023/  DE000KE8VMN8  /

EUWAX
1/26/2022  8:10:02 AM Chg.-0.32 Bid6:55:49 PM Ask6:55:49 PM Underlying Strike price Expiration date Option type
3.38EUR -8.65% 3.44
Bid Size: 25,000
3.46
Ask Size: 25,000
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: 5.76
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 1.01
Implied volatility: 0.83
Historic volatility: 0.17
Parity: 1.01
Time value: 2.62
Break-even: 235.36
Moneyness: 1.05
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.40
Theta: -0.01
Omega: 2.30
Rho: 0.65
 

Quote data

Open: 3.38
High: 3.38
Low: 3.38
Previous Close: 3.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.15%
1 Month
  -11.75%
3 Months  
+44.44%
YTD
  -19.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.81 3.68
1M High / 1M Low: 4.48 3.68
6M High / 6M Low: 4.48 2.06
High (YTD): 1/5/2022 4.48
Low (YTD): 1/19/2022 3.68
52W High: - -
52W Low: - -
Avg. price 1W:   3.73
Avg. volume 1W:   0.00
Avg. price 1M:   4.05
Avg. volume 1M:   65.50
Avg. price 6M:   2.87
Avg. volume 6M:   10.16
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.68%
Volatility 6M:   66.10%
Volatility 1Y:   -
Volatility 3Y:   -