RCB Call 26 BG 17.09.2021/  AT0000A2F2Y3  /

EUWAX
7/30/2021  9:18:48 AM Chg.-0.06 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
2.28EUR -2.56% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 26.00 EUR 9/17/2021 Call

Master data

WKN: RC0XVM
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 9/17/2021
Issue date: 4/9/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.16
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 2.20
Implied volatility: 1.67
Historic volatility: 0.32
Parity: 2.20
Time value: 0.02
Break-even: 48.20
Moneyness: 1.84
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.45%
Delta: 0.88
Theta: -0.03
Omega: 1.91
Rho: 0.03
 

Quote data

Open: 2.28
High: 2.28
Low: 2.28
Previous Close: 2.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.33%
1 Month  
+13.43%
3 Months  
+17.53%
YTD  
+88.43%
1 Year  
+221.13%
3 Years     -
5 Years     -
1W High / 1W Low: 2.34 2.06
1M High / 1M Low: 2.34 1.77
6M High / 6M Low: 2.34 1.15
High (YTD): 7/29/2021 2.34
Low (YTD): 1/28/2021 1.06
52W High: 7/29/2021 2.34
52W Low: 10/2/2020 0.58
Avg. price 1W:   2.24
Avg. volume 1W:   0.00
Avg. price 1M:   2.00
Avg. volume 1M:   0.00
Avg. price 6M:   1.85
Avg. volume 6M:   0.00
Avg. price 1Y:   1.42
Avg. volume 1Y:   0.00
Volatility 1M:   60.41%
Volatility 6M:   65.00%
Volatility 1Y:   91.23%
Volatility 3Y:   -