Citi Call 350 STZ 15.06.2023/  DE000KE8VMT5  /

Frankfurt Zert./CITI
11/29/2021  12:55:07 PM Chg.+0.040 Bid1:16:59 PM Ask1:16:59 PM Underlying Strike price Expiration date Option type
0.480EUR +9.09% 0.470
Bid Size: 10,000
0.490
Ask Size: 10,000
Constellation Brands... 350.00 USD 6/15/2023 Call

Master data

WKN: KE8VMT
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 350.00 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: 40.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.17
Parity: -10.69
Time value: 0.50
Break-even: 314.94
Moneyness: 0.66
Premium: 0.55
Premium p.a.: 0.33
Spread abs.: 0.06
Spread %: 12.00%
Delta: 0.09
Theta: 0.00
Omega: 3.73
Rho: 0.21
 

Quote data

Open: 0.470
High: 0.480
Low: 0.470
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month  
+71.43%
3 Months  
+71.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.520 0.440
1M High / 1M Low: 0.520 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.391
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -