Citi Call 375 STZ 15.06.2023/  DE000KE89PT7  /

Frankfurt Zert./CITI
1/25/2022  7:38:42 PM Chg.-0.010 Bid9:58:10 PM Ask9:58:10 PM Underlying Strike price Expiration date Option type
0.230EUR -4.17% 0.240
Bid Size: 7,500
0.270
Ask Size: 7,500
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: 73.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.17
Parity: -11.92
Time value: 0.29
Break-even: 334.06
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.06
Theta: 0.00
Omega: 4.46
Rho: 0.14
 

Quote data

Open: 0.230
High: 0.250
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month
  -37.84%
3 Months  
+15.00%
YTD
  -39.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.230
1M High / 1M Low: 0.400 0.230
6M High / 6M Low: 0.400 0.120
High (YTD): 1/5/2022 0.370
Low (YTD): 1/25/2022 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.253
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.76%
Volatility 6M:   146.05%
Volatility 1Y:   -
Volatility 3Y:   -