Citi Call 225 STZ 16.12.2021/  DE000KB5S4L5  /

Frankfurt Zert./CITI
12/3/2021  7:32:09 PM Chg.+0.100 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.610EUR +19.61% 0.630
Bid Size: 3,700
0.640
Ask Size: 3,700
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: 0.610
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.38%
1 Month  
+19.61%
3 Months  
+8.93%
YTD
  -69.19%
1 Year
  -64.94%
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.510
1M High / 1M Low: 1.250 0.460
6M High / 6M Low: 2.160 0.290
High (YTD): 2/15/2021 3.350
Low (YTD): 10/19/2021 0.290
52W High: 2/15/2021 3.350
52W Low: 10/19/2021 0.290
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.799
Avg. volume 1M:   0.000
Avg. price 6M:   0.928
Avg. volume 6M:   0.000
Avg. price 1Y:   1.562
Avg. volume 1Y:   0.000
Volatility 1M:   229.30%
Volatility 6M:   189.97%
Volatility 1Y:   158.55%
Volatility 3Y:   -