Citi Call 300 STZ 15.06.2023/  DE000KE8VMR9  /

Frankfurt Zert./CITI
1/24/2022  11:07:47 AM Chg.-0.040 Bid1/24/2022 Ask1/24/2022 Underlying Strike price Expiration date Option type
1.040EUR -3.70% 1.040
Bid Size: 3,100
1.070
Ask Size: 3,100
Constellation Brands... 300.00 USD 6/15/2023 Call

Master data

WKN: KE8VMR
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 300.00 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: 20.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.17
Parity: -5.20
Time value: 1.06
Break-even: 275.12
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.94%
Delta: 0.17
Theta: 0.00
Omega: 3.39
Rho: 0.35
 

Quote data

Open: 1.080
High: 1.090
Low: 1.040
Previous Close: 1.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.46%
1 Month
  -18.75%
3 Months  
+48.57%
YTD
  -23.53%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.260 1.080
1M High / 1M Low: 1.480 1.080
6M High / 6M Low: 1.480 0.520
High (YTD): 1/5/2022 1.480
Low (YTD): 1/21/2022 1.080
52W High: - -
52W Low: - -
Avg. price 1W:   1.166
Avg. volume 1W:   0.000
Avg. price 1M:   1.289
Avg. volume 1M:   0.000
Avg. price 6M:   0.887
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.81%
Volatility 6M:   103.56%
Volatility 1Y:   -
Volatility 3Y:   -