Citi Call 225 STZ 16.12.2021/  DE000KB5S4L5  /

EUWAX
12/3/2021  8:13:10 AM Chg.+0.080 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
0.560EUR +16.67% -
Bid Size: -
-
Ask Size: -
Constellation Brands... 225.00 USD 12/16/2021 Call

Master data

WKN: KB5S4L
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 225.00 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: 31.25
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.11
Implied volatility: 0.53
Historic volatility: 0.17
Parity: 0.11
Time value: 0.53
Break-even: 205.35
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 1.23
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.46
Theta: -0.18
Omega: 14.47
Rho: 0.03
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month  
+24.44%
3 Months
  -5.08%
YTD
  -71.86%
1 Year
  -66.47%
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.480
1M High / 1M Low: 1.610 0.390
6M High / 6M Low: 2.310 0.280
High (YTD): 2/15/2021 3.350
Low (YTD): 10/28/2021 0.280
52W High: 2/15/2021 3.350
52W Low: 10/28/2021 0.280
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.791
Avg. volume 1M:   0.000
Avg. price 6M:   0.944
Avg. volume 6M:   0.000
Avg. price 1Y:   1.562
Avg. volume 1Y:   2.067
Volatility 1M:   309.92%
Volatility 6M:   203.79%
Volatility 1Y:   168.71%
Volatility 3Y:   -