RCB Call 20 T1L 19.03.2021/  AT0000A2AM80  /

EUWAX
8/3/2020  9:17:04 AM Chg.+0.001 Bid5:19:37 PM Ask5:19:37 PM Underlying Strike price Expiration date Option type
0.019EUR +5.56% 0.021
Bid Size: 10,000
0.041
Ask Size: 10,000
S IMMO AG 20.00 EUR 3/19/2021 Call

Master data

WKN: RC0VYN
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 3/19/2021
Issue date: 9/26/2019
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.40
Parity: -0.52
Time value: 0.04
Break-even: 20.41
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 48.78%
Delta: 0.14
Theta: 0.00
Omega: 5.06
Rho: 0.01
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month
  -70.77%
3 Months
  -64.81%
YTD
  -94.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.023 0.018
1M High / 1M Low: 0.079 0.018
6M High / 6M Low: 0.710 0.004
High (YTD): 3/5/2020 0.710
Low (YTD): 3/19/2020 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   132
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   333.68%
Volatility 6M:   616.42%
Volatility 1Y:   -
Volatility 3Y:   -