Citi Call 250 STZ 15.06.2023/  DE000KE8VMP3  /

Frankfurt Zert./CITI
12/3/2021  7:30:13 PM Chg.+0.100 Bid9:58:10 PM Ask9:58:10 PM Underlying Strike price Expiration date Option type
2.080EUR +5.05% 2.100
Bid Size: 3,700
2.110
Ask Size: 3,700
Constellation Brands... 250.00 USD 6/15/2023 Call

Master data

WKN: KE8VMP
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 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: 9.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.17
Parity: -2.11
Time value: 2.11
Break-even: 242.16
Moneyness: 0.90
Premium: 0.21
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.47%
Delta: 0.28
Theta: 0.00
Omega: 2.63
Rho: 0.53
 

Quote data

Open: 2.060
High: 2.080
Low: 2.010
Previous Close: 1.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.45%
1 Month  
+17.51%
3 Months  
+47.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.110 1.980
1M High / 1M Low: 2.480 1.720
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.054
Avg. volume 1W:   0.000
Avg. price 1M:   2.120
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -