6/18/2021  5:30:04 PM Chg.+0.08 Bid5:30:04 PM Ask5:30:04 PM Underlying Strike price Expiration date Option type
1.44EUR +5.88% 1.44
Bid Size: -
1.46
Ask Size: -
OESTERREICH. POST AG 30.00 EUR 9/17/2021 Call

Master data

WKN: RC00DJ
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 9/17/2021
Issue date: 11/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.22
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.35
Implied volatility: 1.08
Historic volatility: 0.21
Parity: 1.35
Time value: 0.01
Break-even: 43.50
Moneyness: 1.45
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1.48%
Delta: 0.76
Theta: -0.01
Omega: 2.44
Rho: 0.05
 

Quote data

Open: 1.23
High: 1.44
Low: 1.23
Previous Close: 1.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month  
+38.46%
3 Months  
+132.26%
YTD  
+860.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.52 1.23
1M High / 1M Low: 1.52 1.03
6M High / 6M Low: 1.52 0.15
High (YTD): 6/15/2021 1.52
Low (YTD): 1/7/2021 0.16
52W High: - -
52W Low: - -
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.27
Avg. volume 1M:   0.00
Avg. price 6M:   0.69
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.14%
Volatility 6M:   132.59%
Volatility 1Y:   -
Volatility 3Y:   -