6/23/2021  10:34:17 AM Chg.-0.03 Bid10:34:17 AM Ask10:34:17 AM Underlying Strike price Expiration date Option type
1.58EUR -1.86% 1.58
Bid Size: -
1.60
Ask Size: -
OESTERREICH. POST AG 28.00 EUR 9/17/2021 Call

Master data

WKN: RC00DH
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 9/17/2021
Issue date: 11/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.69
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.59
Implied volatility: 1.26
Historic volatility: 0.21
Parity: 1.59
Time value: 0.04
Break-even: 44.30
Moneyness: 1.57
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.80
Theta: -0.02
Omega: 2.14
Rho: 0.04
 

Quote data

Open: 1.43
High: 1.58
Low: 1.43
Previous Close: 1.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.39%
1 Month  
+28.46%
3 Months  
+92.68%
YTD  
+532.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.67 1.56
1M High / 1M Low: 1.72 1.23
6M High / 6M Low: 1.72 0.24
High (YTD): 6/15/2021 1.72
Low (YTD): 1/7/2021 0.27
52W High: - -
52W Low: - -
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   0.89
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.05%
Volatility 6M:   100.25%
Volatility 1Y:   -
Volatility 3Y:   -