Citi Call 275 STZ 15.06.2023/  DE000KE8VMQ1  /

EUWAX
11/26/2021  8:37:28 AM Chg.- Bid1:12:05 PM Ask1:12:05 PM Underlying Strike price Expiration date Option type
1.54EUR - 1.55
Bid Size: 10,000
1.58
Ask Size: 10,000
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: 13.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.17
Parity: -4.05
Time value: 1.52
Break-even: 258.72
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 1.97%
Delta: 0.22
Theta: 0.00
Omega: 2.90
Rho: 0.44
 

Quote data

Open: 1.54
High: 1.54
Low: 1.54
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.92%
1 Month  
+57.14%
3 Months  
+50.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.81 1.54
1M High / 1M Low: 1.81 0.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.33
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -