Citi Call 250 STZ 15.06.2023/  DE000KE8VMP3  /

EUWAX
1/27/2022  8:09:20 AM Chg.-0.17 Bid10:00:17 PM Ask10:00:17 PM Underlying Strike price Expiration date Option type
2.15EUR -7.33% -
Bid Size: -
-
Ask Size: -
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: 9.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.17
Parity: -1.39
Time value: 2.31
Break-even: 245.50
Moneyness: 0.94
Premium: 0.18
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.30
Theta: 0.00
Omega: 2.68
Rho: 0.54
 

Quote data

Open: 2.15
High: 2.15
Low: 2.15
Previous Close: 2.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.87%
1 Month
  -22.66%
3 Months  
+33.54%
YTD
  -28.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.65 2.32
1M High / 1M Low: 3.22 2.32
6M High / 6M Low: 3.22 1.36
High (YTD): 1/5/2022 3.22
Low (YTD): 1/26/2022 2.32
52W High: - -
52W Low: - -
Avg. price 1W:   2.53
Avg. volume 1W:   0.00
Avg. price 1M:   2.85
Avg. volume 1M:   19.81
Avg. price 6M:   1.99
Avg. volume 6M:   3.22
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.50%
Volatility 6M:   76.02%
Volatility 1Y:   -
Volatility 3Y:   -