RCB Call 21 VAS 18.03.2022/  AT0000A2JVB1  /

EUWAX
1/19/2022  9:18:33 AM Chg.-0.05 Bid9:35:38 AM Ask9:35:38 AM Underlying Strike price Expiration date Option type
1.25EUR -3.85% 1.23
Bid Size: 10,000
1.24
Ask Size: 10,000
VOESTALPINE AG 21.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR5
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 21.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 1.26
Implied volatility: -
Historic volatility: 0.24
Parity: 1.26
Time value: 0.00
Break-even: 33.60
Moneyness: 1.60
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.79%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.09%
1 Month  
+19.05%
3 Months  
+5.04%
YTD  
+10.62%
1 Year  
+9.65%
3 Years     -
5 Years     -
1W High / 1W Low: 1.39 1.30
1M High / 1M Low: 1.39 0.97
6M High / 6M Low: 1.89 0.84
High (YTD): 1/13/2022 1.39
Low (YTD): 1/3/2022 1.15
52W High: 8/16/2021 1.89
52W Low: 11/30/2021 0.84
Avg. price 1W:   1.35
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   1.30
Avg. volume 6M:   0.00
Avg. price 1Y:   1.34
Avg. volume 1Y:   0.00
Volatility 1M:   38.31%
Volatility 6M:   70.55%
Volatility 1Y:   65.13%
Volatility 3Y:   -