Citi Put 180 STZ 16.12.2021/  DE000KE34H54  /

EUWAX
10/20/2021  8:06:22 AM Chg.0.000 Bid4:25:58 PM Ask4:25:58 PM Underlying Strike price Expiration date Option type
0.080EUR 0.00% 0.070
Bid Size: 25,000
0.100
Ask Size: 25,000
Constellation Brands... 180.00 USD 12/16/2021 Put

Master data

WKN: KE34H5
Issuer: Citi
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 180.00 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: -154.93
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -3.12
Time value: 0.12
Break-even: 153.56
Moneyness: 0.83
Premium: 0.17
Premium p.a.: 1.79
Spread abs.: 0.03
Spread %: 25.00%
Delta: -0.14
Theta: -0.07
Omega: -20.95
Rho: -0.04
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -69.23%
3 Months
  -75.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.300 0.080
6M High / 6M Low: 0.510 0.080
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.00%
Volatility 6M:   150.22%
Volatility 1Y:   -
Volatility 3Y:   -