Citi Call 250 STZ 20.01.2022/  DE000KB6JEQ0  /

EUWAX
12/8/2021  8:24:52 AM Chg.-0.030 Bid6:55:15 PM Ask6:55:15 PM Underlying Strike price Expiration date Option type
0.340EUR -8.11% 0.330
Bid Size: 25,000
0.340
Ask Size: 25,000
Constellation Brands... 250.00 USD 1/20/2022 Call

Master data

WKN: KB6JEQ
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 1/20/2022
Issue date: 8/5/2020
Last trading day: 1/19/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.17
Parity: -1.43
Time value: 0.38
Break-even: 225.58
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.22
Theta: -0.05
Omega: 11.98
Rho: 0.05
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.93%
1 Month  
+78.95%
3 Months  
+88.89%
YTD
  -74.05%
1 Year
  -70.18%
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.200
1M High / 1M Low: 0.540 0.160
6M High / 6M Low: 1.280 0.090
High (YTD): 2/11/2021 2.450
Low (YTD): 10/28/2021 0.090
52W High: 2/11/2021 2.450
52W Low: 10/28/2021 0.090
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   0.918
Avg. volume 1Y:   0.000
Volatility 1M:   325.93%
Volatility 6M:   246.91%
Volatility 1Y:   201.42%
Volatility 3Y:   -