Citi Call 325 STZ 15.06.2023/  DE000KE8VMS7  /

Frankfurt Zert./CITI
11/29/2021  12:03:22 PM Chg.+0.040 Bid11/29/2021 Ask11/29/2021 Underlying Strike price Expiration date Option type
0.710EUR +5.97% 0.710
Bid Size: 10,000
0.740
Ask Size: 10,000
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: 29.01
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.17
Parity: -8.47
Time value: 0.70
Break-even: 294.80
Moneyness: 0.71
Premium: 0.45
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 4.29%
Delta: 0.12
Theta: 0.00
Omega: 3.49
Rho: 0.27
 

Quote data

Open: 0.710
High: 0.710
Low: 0.700
Previous Close: 0.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.58%
1 Month  
+69.05%
3 Months  
+69.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.670
1M High / 1M Low: 0.780 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.588
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -