Citi Call 250 STZ 16.12.2021/  DE000KB5S4M3  /

Frankfurt Zert./CITI
10/28/2021  7:27:17 PM Chg.+0.001 Bid9:58:48 PM Ask9:58:48 PM Underlying Strike price Expiration date Option type
0.009EUR +12.50% -
Bid Size: -
-
Ask Size: -
Constellation Brands... 250.00 USD 12/16/2021 Call

Master data

WKN: KB5S4M
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 12/16/2021
Issue date: 7/16/2020
Last trading day: 10/29/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 423.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -1.83
Time value: 0.05
Break-even: 221.86
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 5.69
Spread abs.: 0.03
Spread %: 62.50%
Delta: 0.07
Theta: -0.04
Omega: 30.68
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.018
Low: 0.005
Previous Close: 0.008
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -94.71%
YTD
  -99.25%
1 Year
  -98.99%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 1.440 0.008
High (YTD): 2/15/2021 2.300
Low (YTD): 10/27/2021 0.008
52W High: 2/15/2021 2.300
52W Low: 10/27/2021 0.008
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   0.886
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   313.94%
Volatility 1Y:   238.72%
Volatility 3Y:   -