Citi Call 325 STZ 15.06.2023/  DE000KE8VMS7  /

Frankfurt Zert./CITI
1/21/2022  7:26:20 PM Chg.-0.060 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.680EUR -8.11% 0.650
Bid Size: 3,700
0.660
Ask Size: 3,700
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: 32.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.17
Parity: -7.41
Time value: 0.66
Break-even: 293.16
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.12
Theta: 0.00
Omega: 3.80
Rho: 0.26
 

Quote data

Open: 0.680
High: 0.700
Low: 0.660
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.92%
1 Month
  -19.05%
3 Months  
+47.83%
YTD
  -23.60%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.810 0.680
1M High / 1M Low: 0.950 0.680
6M High / 6M Low: 0.950 0.320
High (YTD): 1/5/2022 0.950
Low (YTD): 1/21/2022 0.680
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.827
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.20%
Volatility 6M:   112.99%
Volatility 1Y:   -
Volatility 3Y:   -