RCB Call 24 BG 17.09.2021/  AT0000A2F2X5  /

EUWAX
7/27/2021  9:21:30 AM Chg.+0.19 Bid3:46:17 PM Ask3:46:17 PM Underlying Strike price Expiration date Option type
2.46EUR +8.37% 2.43
Bid Size: 10,000
2.44
Ask Size: 10,000
BAWAG GROUP AG 24.00 EUR 9/17/2021 Call

Master data

WKN: RC0XVL
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 9/17/2021
Issue date: 4/9/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.99
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.43
Implied volatility: 1.72
Historic volatility: 0.33
Parity: 2.43
Time value: 0.00
Break-even: 48.30
Moneyness: 2.01
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.41%
Delta: 0.90
Theta: -0.02
Omega: 1.79
Rho: 0.03
 

Quote data

Open: 2.46
High: 2.46
Low: 2.46
Previous Close: 2.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.24%
1 Month  
+6.96%
3 Months  
+21.18%
YTD  
+78.26%
1 Year  
+176.40%
3 Years     -
5 Years     -
1W High / 1W Low: 2.27 1.98
1M High / 1M Low: 2.32 1.98
6M High / 6M Low: 2.35 1.22
High (YTD): 5/26/2021 2.35
Low (YTD): 1/28/2021 1.22
52W High: 5/26/2021 2.35
52W Low: 10/2/2020 0.73
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   2.15
Avg. volume 1M:   0.00
Avg. price 6M:   2.02
Avg. volume 6M:   0.00
Avg. price 1Y:   1.57
Avg. volume 1Y:   0.00
Volatility 1M:   50.50%
Volatility 6M:   59.73%
Volatility 1Y:   82.86%
Volatility 3Y:   -