RCB Call 25 VAS 18.03.2022/  AT0000A2JVD7  /

Frankfurt Zertifikate
1/28/2022  9:26:33 AM Chg.-0.010 Bid10:43:11 AM Ask10:43:11 AM Underlying Strike price Expiration date Option type
0.520EUR -1.89% 0.490
Bid Size: 10,000
0.500
Ask Size: 10,000
VOESTALPINE AG 25.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR7
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.51
Implied volatility: 0.90
Historic volatility: 0.25
Parity: 0.51
Time value: 0.04
Break-even: 30.51
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.81%
Delta: 0.69
Theta: -0.01
Omega: 3.78
Rho: 0.02
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.76%
1 Month
  -29.73%
3 Months
  -31.58%
YTD
  -30.67%
1 Year
  -26.76%
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.460
1M High / 1M Low: 0.990 0.460
6M High / 6M Low: 1.500 0.460
High (YTD): 1/13/2022 0.990
Low (YTD): 1/25/2022 0.460
52W High: 8/13/2021 1.500
52W Low: 1/25/2022 0.460
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.791
Avg. volume 1M:   0.000
Avg. price 6M:   0.893
Avg. volume 6M:   7.752
Avg. price 1Y:   0.965
Avg. volume 1Y:   5.952
Volatility 1M:   171.29%
Volatility 6M:   121.43%
Volatility 1Y:   106.22%
Volatility 3Y:   -