Citi Call 325 STZ 15.06.2023/  DE000KE8VMS7  /

Frankfurt Zert./CITI
1/14/2022  7:32:30 PM Chg.-0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.790EUR -2.47% 0.820
Bid Size: 7,500
0.830
Ask Size: 7,500
Constellation Brands... 325.00 USD 6/15/2023 Call

Master data

WKN: KE8VMS
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 325.00 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: 26.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.17
Parity: -6.83
Time value: 0.82
Break-even: 292.92
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.14
Theta: 0.00
Omega: 3.58
Rho: 0.30
 

Quote data

Open: 0.790
High: 0.790
Low: 0.750
Previous Close: 0.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.22%
1 Month  
+1.28%
3 Months  
+71.74%
YTD
  -11.24%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.730
1M High / 1M Low: 0.950 0.690
6M High / 6M Low: 0.950 0.320
High (YTD): 1/5/2022 0.950
Low (YTD): 1/10/2022 0.730
52W High: - -
52W Low: - -
Avg. price 1W:   0.800
Avg. volume 1W:   0.000
Avg. price 1M:   0.838
Avg. volume 1M:   0.000
Avg. price 6M:   0.579
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.70%
Volatility 6M:   112.80%
Volatility 1Y:   -
Volatility 3Y:   -