RCB Call 21 T1L 18.09.2020/  AT0000A26G70  /

EUWAX
7/2/2020  9:16:30 AM Chg.0.000 Bid12:03:28 PM Ask- Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
-
Ask Size: -
S IMMO AG 21.00 EUR 9/18/2020 Call

Master data

WKN: RC0TM4
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 21.00 EUR
Maturity: 9/18/2020
Issue date: 2/19/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.38
Parity: -0.53
Time value: 0.04
Break-even: 21.41
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 3.24
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.16
Theta: -0.01
Omega: 6.31
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -91.67%
YTD
  -99.57%
1 Year
  -99.17%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.610 0.001
High (YTD): 3/5/2020 0.610
Low (YTD): 7/1/2020 0.001
52W High: 3/5/2020 0.610
52W Low: 7/1/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   568
Avg. price 1Y:   0.164
Avg. volume 1Y:   288.618
Volatility 1M:   -
Volatility 6M:   2,521.17%
Volatility 1Y:   1,776.97%
Volatility 3Y:   -