Citi Put 160 STZ 16.12.2021/  DE000KE34H47  /

EUWAX
10/15/2021  8:07:48 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.028EUR -26.32% -
Bid Size: -
-
Ask Size: -
Constellation Brands... 160.00 USD 12/16/2021 Put

Master data

WKN: KE34H4
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 12/16/2021
Issue date: 1/26/2021
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -339.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -5.20
Time value: 0.06
Break-even: 137.38
Moneyness: 0.73
Premium: 0.28
Premium p.a.: 3.32
Spread abs.: 0.03
Spread %: 53.57%
Delta: -0.05
Theta: -0.04
Omega: -16.15
Rho: -0.02
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.25%
1 Month
  -72.00%
3 Months
  -80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.052 0.028
1M High / 1M Low: 0.130 0.028
6M High / 6M Low: 0.270 0.028
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.80%
Volatility 6M:   147.22%
Volatility 1Y:   -
Volatility 3Y:   -