Citi Call 375 STZ 15.06.2023/  DE000KE89PT7  /

Frankfurt Zert./CITI
1/18/2022  4:49:30 PM Chg.-0.010 Bid4:57:55 PM Ask4:57:55 PM Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.330
Bid Size: 12,500
0.350
Ask Size: 12,500
Constellation Brands... 375.00 USD 6/15/2023 Call

Master data

WKN: KE89PT
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 375.00 USD
Maturity: 6/15/2023
Issue date: 7/7/2021
Last trading day: 6/14/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.17
Parity: -11.07
Time value: 0.35
Break-even: 332.15
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.07
Theta: 0.00
Omega: 4.31
Rho: 0.16
 

Quote data

Open: 0.320
High: 0.330
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.57%
1 Month     0.00%
3 Months  
+77.78%
YTD
  -15.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.320
1M High / 1M Low: 0.400 0.270
6M High / 6M Low: 0.400 0.120
High (YTD): 1/5/2022 0.370
Low (YTD): 1/10/2022 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.51%
Volatility 6M:   145.04%
Volatility 1Y:   -
Volatility 3Y:   -