Citi Call 325 STZ 15.06.2023/  DE000KE8VMS7  /

EUWAX
1/21/2022  8:10:24 AM Chg.-0.050 Bid10:26:26 AM Ask10:26:26 AM Underlying Strike price Expiration date Option type
0.670EUR -6.94% 0.680
Bid Size: 6,200
0.710
Ask Size: 6,200
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: 30.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.17
Parity: -7.21
Time value: 0.71
Break-even: 294.38
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.12
Theta: 0.00
Omega: 3.74
Rho: 0.27
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.10%
1 Month
  -15.19%
3 Months  
+59.52%
YTD
  -25.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.800 0.680
1M High / 1M Low: 0.930 0.680
6M High / 6M Low: 0.930 0.350
High (YTD): 1/5/2022 0.930
Low (YTD): 1/19/2022 0.680
52W High: - -
52W Low: - -
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.820
Avg. volume 1M:   0.000
Avg. price 6M:   0.579
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.23%
Volatility 6M:   104.31%
Volatility 1Y:   -
Volatility 3Y:   -