6/24/2021  12:03:08 PM Chg.0.000 Bid12:03:08 PM Ask6/24/2021 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
0.025
Ask Size: -
OESTERREICH. POST AG 35.00 EUR 9/17/2021 Put

Master data

WKN: RC024T
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 9/17/2021
Issue date: 2/17/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -146.67
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.21
Parity: -0.90
Time value: 0.03
Break-even: 34.70
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 1.28
Spread abs.: 0.03
Spread %: 96.67%
Delta: -0.14
Theta: -0.01
Omega: -19.92
Rho: -0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -96.67%
3 Months
  -99.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.030 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,996.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -