RCB Call 21 VAS 18.03.2022/  AT0000A2JVB1  /

EUWAX
1/21/2022  9:18:38 AM Chg.-0.17 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
1.13EUR -13.08% -
Bid Size: -
-
Ask Size: -
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: 2.92
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.08
Implied volatility: 1.27
Historic volatility: 0.24
Parity: 1.08
Time value: 0.01
Break-even: 31.90
Moneyness: 1.51
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.82
Theta: -0.01
Omega: 2.39
Rho: 0.02
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.04%
1 Month  
+3.67%
3 Months  
+6.60%
YTD     0.00%
1 Year
  -0.88%
3 Years     -
5 Years     -
1W High / 1W Low: 1.33 1.13
1M High / 1M Low: 1.39 1.10
6M High / 6M Low: 1.89 0.84
High (YTD): 1/13/2022 1.39
Low (YTD): 1/21/2022 1.13
52W High: 8/16/2021 1.89
52W Low: 11/30/2021 0.84
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   1.29
Avg. volume 6M:   0.00
Avg. price 1Y:   1.34
Avg. volume 1Y:   0.00
Volatility 1M:   65.80%
Volatility 6M:   72.93%
Volatility 1Y:   66.58%
Volatility 3Y:   -