RCB Call 21 VAS 18.03.2022/  AT0000A2JVB1  /

Frankfurt Zertifikate
1/24/2022  1:12:21 PM Chg.-0.190 Bid5:29:57 PM Ask5:29:57 PM Underlying Strike price Expiration date Option type
0.920EUR -17.12% 0.880
Bid Size: 10,000
0.890
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: 2.92
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.08
Implied volatility: 1.28
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: 2.40
Rho: 0.02
 

Quote data

Open: 1.000
High: 1.000
Low: 0.920
Previous Close: 1.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.34%
1 Month
  -15.60%
3 Months
  -14.81%
YTD
  -18.58%
1 Year
  -19.30%
3 Years     -
5 Years     -
1W High / 1W Low: 1.340 1.110
1M High / 1M Low: 1.390 1.090
6M High / 6M Low: 1.900 0.860
High (YTD): 1/13/2022 1.390
Low (YTD): 1/21/2022 1.110
52W High: 8/13/2021 1.900
52W Low: 11/30/2021 0.860
Avg. price 1W:   1.252
Avg. volume 1W:   0.000
Avg. price 1M:   1.235
Avg. volume 1M:   0.000
Avg. price 6M:   1.291
Avg. volume 6M:   0.000
Avg. price 1Y:   1.341
Avg. volume 1Y:   80.321
Volatility 1M:   66.23%
Volatility 6M:   78.88%
Volatility 1Y:   73.95%
Volatility 3Y:   -