Citi Call 270 STZ 20.01.2022/  DE000KE2GD45  /

Frankfurt Zert./CITI
11/26/2021  7:41:33 PM Chg.0.000 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 1,500
0.140
Ask Size: 1,500
Constellation Brands... 270.00 USD 1/20/2022 Call

Master data

WKN: KE2GD4
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 1/20/2022
Issue date: 1/13/2021
Last trading day: 1/19/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 146.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.17
Parity: -3.31
Time value: 0.14
Break-even: 239.83
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 1.86
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.09
Theta: -0.03
Omega: 13.73
Rho: 0.03
 

Quote data

Open: 0.090
High: 0.110
Low: 0.033
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+450.00%
3 Months  
+37.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.170 0.020
6M High / 6M Low: 0.950 0.018
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   413.39%
Volatility 6M:   293.50%
Volatility 1Y:   -
Volatility 3Y:   -