Citi Call 250 STZ 15.06.2023/  DE000KE8VMP3  /

EUWAX
11/26/2021  8:37:28 AM Chg.- Bid1:05:07 PM Ask1:05:07 PM Underlying Strike price Expiration date Option type
2.26EUR - 2.28
Bid Size: 10,000
2.31
Ask Size: 10,000
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: 9.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.17
Parity: -1.83
Time value: 2.23
Break-even: 243.68
Moneyness: 0.92
Premium: 0.20
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.35%
Delta: 0.29
Theta: 0.00
Omega: 2.60
Rho: 0.55
 

Quote data

Open: 2.26
High: 2.26
Low: 2.26
Previous Close: 2.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.07%
1 Month  
+49.67%
3 Months  
+46.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.63 2.26
1M High / 1M Low: 2.63 1.51
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.44
Avg. volume 1W:   0.00
Avg. price 1M:   2.00
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -