RCB Call 18 T1L 17.09.2021/  AT0000A2GB87  /

EUWAX
8/7/2020  9:16:31 AM Chg.+0.007 Bid5:27:03 PM Ask5:14:19 PM Underlying Strike price Expiration date Option type
0.100EUR +7.53% 0.092
Bid Size: 10,000
0.110
Ask Size: 10,000
S IMMO AG 18.00 - 9/17/2021 Call

Master data

WKN: RC0YQU
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 9/17/2021
Issue date: 4/24/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.40
Parity: -0.28
Time value: 0.11
Break-even: 19.10
Moneyness: 0.84
Premium: 0.26
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 16.36%
Delta: 0.24
Theta: 0.00
Omega: 3.31
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.093
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -9.09%
3 Months
  -33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.082
1M High / 1M Low: 0.180 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   1,932.826
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -