CH0283711593/  CH0283711593  /

Frankfurt Zertifikate
7/30/2021  9:15:02 AM Chg.-1.530 Bid10:37:37 AM Ask10:37:37 AM Underlying Strike price Expiration date Option type
66.000SEK -2.27% 66.640
Bid Size: 250,000
67.640
Ask Size: 250,000
OMX Stockholm 30 Ind... 100.00 SEK 8/25/2021 Call

Master data

WKN: A2CJFJ
Issuer: Raiffeisen Switzerland B.V.
Currency: SEK
Underlying: OMX Stockholm 30 Index
Type: Warrant
Option type: Call
Strike price: 100.00 SEK
Maturity: 8/25/2021
Issue date: 9/1/2016
Last trading day: 8/25/2021
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 34.76
Leverage: Yes

Calculated values

Fair value: 223.95
Intrinsic value: 224.34
Implied volatility: -
Historic volatility: 0.02
Parity: 224.34
Time value: -217.61
Break-even: 16.57
Moneyness: 23.82
Premium: -0.93
Premium p.a.: -1.00
Spread abs.: 0.10
Spread %: 1.46%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 66.000
High: 66.000
Low: 66.000
Previous Close: 67.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in SEK

Performance

1 Week
  -2.03%
1 Month  
+12.26%
3 Months  
+18.71%
YTD  
+110.86%
1 Year  
+200.96%
3 Years  
+372.10%
5 Years     -
1W High / 1W Low: 67.670 67.190
1M High / 1M Low: 67.670 58.790
6M High / 6M Low: 67.670 37.330
High (YTD): 7/26/2021 67.670
Low (YTD): 1/5/2021 31.610
52W High: 7/26/2021 67.670
52W Low: 7/31/2020 21.270
Avg. price 1W:   67.462
Avg. volume 1W:   0.000
Avg. price 1M:   63.715
Avg. volume 1M:   0.000
Avg. price 6M:   54.182
Avg. volume 6M:   0.000
Avg. price 1Y:   41.680
Avg. volume 1Y:   0.000
Volatility 1M:   35.53%
Volatility 6M:   39.19%
Volatility 1Y:   53.45%
Volatility 3Y:   102.01%