6/15/2021  4:38:28 PM Chg.+0.01 Bid4:38:28 PM Ask4:38:28 PM Underlying Strike price Expiration date Option type
0.74EUR +1.37% 0.74
Bid Size: -
0.76
Ask Size: -
OESTERREICH. POST AG 38.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLM
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.04
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.73
Implied volatility: 0.75
Historic volatility: 0.21
Parity: 0.73
Time value: 0.02
Break-even: 45.50
Moneyness: 1.19
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 2.67%
Delta: 0.61
Theta: 0.00
Omega: 3.68
Rho: 0.05
 

Quote data

Open: 0.47
High: 0.74
Low: 0.47
Previous Close: 0.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.31%
1 Month  
+335.29%
3 Months  
+1380.00%
YTD  
+1750.00%
1 Year  
+516.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.73 0.52
1M High / 1M Low: 0.73 0.31
6M High / 6M Low: 0.73 0.03
High (YTD): 6/14/2021 0.73
Low (YTD): 2/26/2021 0.03
52W High: 6/14/2021 0.73
52W Low: 2/26/2021 0.03
Avg. price 1W:   0.63
Avg. volume 1W:   0.00
Avg. price 1M:   0.47
Avg. volume 1M:   0.00
Avg. price 6M:   0.15
Avg. volume 6M:   0.00
Avg. price 1Y:   0.12
Avg. volume 1Y:   0.00
Volatility 1M:   150.51%
Volatility 6M:   259.40%
Volatility 1Y:   187.12%
Volatility 3Y:   -