RCB Call 23 VAS 18.03.2022/  AT0000A2JVC9  /

Frankfurt Zertifikate
1/24/2022  2:36:19 PM Chg.-0.170 Bid5:29:57 PM Ask5:29:57 PM Underlying Strike price Expiration date Option type
0.690EUR -19.77% 0.670
Bid Size: 10,000
0.680
Ask Size: 10,000
VOESTALPINE AG 23.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR6
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 23.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.88
Implied volatility: 1.10
Historic volatility: 0.24
Parity: 0.88
Time value: 0.01
Break-even: 31.89
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.78
Theta: -0.01
Omega: 2.80
Rho: 0.02
 

Quote data

Open: 0.780
High: 0.780
Low: 0.690
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -39.47%
1 Month
  -22.47%
3 Months
  -22.47%
YTD
  -25.00%
1 Year
  -29.59%
3 Years     -
5 Years     -
1W High / 1W Low: 1.140 0.860
1M High / 1M Low: 1.210 0.860
6M High / 6M Low: 1.700 0.680
High (YTD): 1/13/2022 1.210
Low (YTD): 1/21/2022 0.860
52W High: 8/13/2021 1.700
52W Low: 11/30/2021 0.680
Avg. price 1W:   1.040
Avg. volume 1W:   0.000
Avg. price 1M:   1.031
Avg. volume 1M:   0.000
Avg. price 6M:   1.096
Avg. volume 6M:   0.000
Avg. price 1Y:   1.152
Avg. volume 1Y:   0.000
Volatility 1M:   91.11%
Volatility 6M:   92.48%
Volatility 1Y:   85.20%
Volatility 3Y:   -