Citi Call 240 STZ 16.12.2021/  DE000KE1K0L9  /

Frankfurt Zert./CITI
12/3/2021  7:40:06 PM Chg.+0.030 Bid9:58:10 PM Ask9:58:10 PM Underlying Strike price Expiration date Option type
0.140EUR +27.27% 0.170
Bid Size: 3,700
0.180
Ask Size: 3,700
Constellation Brands... 240.00 USD 12/16/2021 Call

Master data

WKN: KE1K0L
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 240.00 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: 111.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.17
Parity: -1.22
Time value: 0.18
Break-even: 214.01
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 6.84
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.20
Theta: -0.14
Omega: 21.71
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.140
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -48.15%
1 Month  
+27.27%
3 Months
  -44.00%
YTD
  -90.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.490 0.100
6M High / 6M Low: 1.470 0.051
High (YTD): 2/15/2021 2.690
Low (YTD): 10/27/2021 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.241
Avg. volume 1M:   0.000
Avg. price 6M:   0.475
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   358.27%
Volatility 6M:   286.62%
Volatility 1Y:   -
Volatility 3Y:   -