RCB Call 20 T1L 17.09.2021/  AT0000A2GB95  /

EUWAX
8/4/2020  9:17:15 AM Chg.+0.006 Bid5:23:52 PM Ask5:23:52 PM Underlying Strike price Expiration date Option type
0.044EUR +15.79% 0.040
Bid Size: 10,000
0.060
Ask Size: 10,000
S IMMO AG 20.00 - 9/17/2021 Call

Master data

WKN: RC0YQV
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 9/17/2021
Issue date: 4/24/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.56
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.40
Parity: -0.50
Time value: 0.06
Break-even: 20.61
Moneyness: 0.75
Premium: 0.38
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 32.79%
Delta: 0.16
Theta: 0.00
Omega: 3.84
Rho: 0.02
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month
  -46.99%
3 Months
  -48.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.043 0.037
1M High / 1M Low: 0.100 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   476.190
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -