Citi Call 250 STZ 19.01.2023/  DE000KE1K0X4  /

EUWAX
1/24/2022  8:17:30 AM Chg.-0.03 Bid10:00:17 PM Ask10:00:17 PM Underlying Strike price Expiration date Option type
2.13EUR -1.39% -
Bid Size: -
-
Ask Size: -
Constellation Brands... 250.00 USD 1/19/2023 Call

Master data

WKN: KE1K0X
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 1/19/2023
Issue date: 12/11/2020
Last trading day: 1/18/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.17
Parity: -0.79
Time value: 2.09
Break-even: 241.34
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.48%
Delta: 0.31
Theta: 0.00
Omega: 3.12
Rho: 0.44
 

Quote data

Open: 2.13
High: 2.13
Low: 2.13
Previous Close: 2.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.35%
1 Month
  -8.19%
3 Months  
+76.03%
YTD
  -16.47%
1 Year
  -16.47%
3 Years     -
5 Years     -
1W High / 1W Low: 2.43 2.16
1M High / 1M Low: 2.77 2.16
6M High / 6M Low: 2.77 1.08
High (YTD): 1/5/2022 2.77
Low (YTD): 1/21/2022 2.16
52W High: 2/11/2021 3.53
52W Low: 9/8/2021 1.08
Avg. price 1W:   2.29
Avg. volume 1W:   0.00
Avg. price 1M:   2.48
Avg. volume 1M:   0.00
Avg. price 6M:   1.62
Avg. volume 6M:   .96
Avg. price 1Y:   1.99
Avg. volume 1Y:   4.21
Volatility 1M:   86.85%
Volatility 6M:   87.28%
Volatility 1Y:   92.97%
Volatility 3Y:   -