7/27/2021  5:30:04 PM Chg.-0.04 Bid5:30:04 PM Ask5:30:04 PM Underlying Strike price Expiration date Option type
1.16EUR -3.33% 1.16
Bid Size: -
1.18
Ask Size: -
OESTERREICH. POST AG 34.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLK
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.21
Implied volatility: 1.07
Historic volatility: 0.20
Parity: 1.21
Time value: 0.02
Break-even: 46.20
Moneyness: 1.35
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.64%
Delta: 0.78
Theta: -0.02
Omega: 2.93
Rho: 0.03
 

Quote data

Open: 0.83
High: 1.17
Low: 0.83
Previous Close: 1.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.52%
1 Month  
+6.42%
3 Months  
+222.22%
YTD  
+2220.00%
1 Year  
+1060.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.21 1.16
1M High / 1M Low: 1.33 0.95
6M High / 6M Low: 1.33 0.13
High (YTD): 7/14/2021 1.33
Low (YTD): 1/7/2021 0.05
52W High: 7/14/2021 1.33
52W Low: 12/30/2020 0.05
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   0.59
Avg. volume 6M:   0.00
Avg. price 1Y:   0.34
Avg. volume 1Y:   0.00
Volatility 1M:   156.72%
Volatility 6M:   176.09%
Volatility 1Y:   158.20%
Volatility 3Y:   -