Citi Call 230 STZ 16.12.2021/  DE000KE1K0K1  /

Frankfurt Zert./CITI
11/30/2021  7:26:16 PM Chg.+0.010 Bid9:58:58 PM Ask9:58:58 PM Underlying Strike price Expiration date Option type
0.420EUR +2.44% -
Bid Size: -
-
Ask Size: -
Constellation Brands... 230.00 USD 12/16/2021 Call

Master data

WKN: KE1K0K
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 12/16/2021
Issue date: 12/11/2020
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.68
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.17
Parity: -0.27
Time value: 0.44
Break-even: 208.07
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 1.20
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.36
Theta: -0.12
Omega: 16.44
Rho: 0.03
 

Quote data

Open: 0.380
High: 0.420
Low: 0.320
Previous Close: 0.410
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -42.47%
1 Month  
+44.83%
3 Months
  -20.75%
YTD
  -76.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.410
1M High / 1M Low: 0.950 0.240
6M High / 6M Low: 2.080 0.190
High (YTD): 2/15/2021 3.120
Low (YTD): 10/27/2021 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.795
Avg. volume 6M:   9.160
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.38%
Volatility 6M:   200.91%
Volatility 1Y:   -
Volatility 3Y:   -