8/4/2021  5:30:05 PM Chg.+0.01 Bid5:30:05 PM Ask5:30:05 PM Underlying Strike price Expiration date Option type
0.43EUR +2.38% 0.43
Bid Size: -
0.45
Ask Size: -
OESTERREICH. POST AG 40.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLN
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.73
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.63
Historic volatility: 0.20
Parity: 0.43
Time value: 0.03
Break-even: 44.55
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.40%
Delta: 0.60
Theta: -0.01
Omega: 5.88
Rho: 0.03
 

Quote data

Open: 0.42
High: 0.45
Low: 0.40
Previous Close: 0.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.30%
1 Month
  -6.52%
3 Months  
+290.91%
YTD  
+975.00%
1 Year  
+290.91%
3 Years     -
5 Years     -
1W High / 1W Low: 0.50 0.33
1M High / 1M Low: 0.73 0.33
6M High / 6M Low: 0.73 0.02
High (YTD): 7/14/2021 0.73
Low (YTD): 3/1/2021 0.02
52W High: 7/14/2021 0.73
52W Low: 3/1/2021 0.02
Avg. price 1W:   0.43
Avg. volume 1W:   0.00
Avg. price 1M:   0.56
Avg. volume 1M:   0.00
Avg. price 6M:   0.24
Avg. volume 6M:   0.00
Avg. price 1Y:   0.15
Avg. volume 1Y:   0.00
Volatility 1M:   353.47%
Volatility 6M:   283.16%
Volatility 1Y:   215.55%
Volatility 3Y:   -