Citi Call 300 STZ 15.06.2023/  DE000KE8VMR9  /

EUWAX
11/26/2021  8:37:28 AM Chg.- Bid1:16:57 PM Ask1:16:57 PM Underlying Strike price Expiration date Option type
1.03EUR - 1.03
Bid Size: 10,000
1.06
Ask Size: 10,000
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: 19.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.17
Parity: -6.26
Time value: 1.03
Break-even: 275.96
Moneyness: 0.76
Premium: 0.36
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 2.91%
Delta: 0.16
Theta: 0.00
Omega: 3.20
Rho: 0.35
 

Quote data

Open: 1.03
High: 1.03
Low: 1.03
Previous Close: 1.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.57%
1 Month  
+60.94%
3 Months  
+53.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.22 1.03
1M High / 1M Low: 1.22 0.64
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -