Citi Call 275 STZ 15.06.2023/  DE000KE8VMQ1  /

Frankfurt Zert./CITI
6/30/2022  7:33:34 PM Chg.-0.450 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
1.200EUR -27.27% 1.180
Bid Size: 1,500
1.190
Ask Size: 1,500
Constellation Brands... 275.00 USD 6/15/2023 Call

Master data

WKN: KE8VMQ
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 275.00 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: 14.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.18
Parity: -3.00
Time value: 1.56
Break-even: 278.86
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.64%
Delta: 0.24
Theta: -0.01
Omega: 3.59
Rho: 0.39
 

Quote data

Open: 1.500
High: 1.500
Low: 1.160
Previous Close: 1.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -20.53%
3 Months  
+5.26%
YTD
  -41.46%
1 Year
  -34.07%
3 Years     -
5 Years     -
1W High / 1W Low: 1.690 1.200
1M High / 1M Low: 1.690 1.040
6M High / 6M Low: 2.260 0.750
High (YTD): 1/5/2022 2.260
Low (YTD): 3/10/2022 0.750
52W High: 1/5/2022 2.260
52W Low: 3/10/2022 0.750
Avg. price 1W:   1.560
Avg. volume 1W:   0.000
Avg. price 1M:   1.399
Avg. volume 1M:   0.000
Avg. price 6M:   1.449
Avg. volume 6M:   0.000
Avg. price 1Y:   1.367
Avg. volume 1Y:   0.000
Volatility 1M:   154.21%
Volatility 6M:   126.64%
Volatility 1Y:   110.01%
Volatility 3Y:   -