RCB Call 26 O3P 17.09.2021/  AT0000A2L8F1  /

EUWAX
7/27/2021  9:21:19 AM Chg.-0.03 Bid4:26:29 PM Ask4:26:29 PM Underlying Strike price Expiration date Option type
1.95EUR -1.52% 1.94
Bid Size: 10,000
1.96
Ask Size: 10,000
OESTERREICH. POST AG 26.00 EUR 9/17/2021 Call

Master data

WKN: RC00DG
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 9/17/2021
Issue date: 11/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 2.01
Implied volatility: 1.55
Historic volatility: 0.20
Parity: 2.01
Time value: 0.02
Break-even: 46.20
Moneyness: 1.77
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.99%
Delta: 0.87
Theta: -0.02
Omega: 1.99
Rho: 0.03
 

Quote data

Open: 1.95
High: 1.95
Low: 1.95
Previous Close: 1.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.58%
1 Month  
+9.55%
3 Months  
+65.25%
YTD  
+375.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.11 1.97
1M High / 1M Low: 2.15 1.78
6M High / 6M Low: 2.15 0.71
High (YTD): 7/14/2021 2.15
Low (YTD): 1/7/2021 0.41
52W High: - -
52W Low: - -
Avg. price 1W:   2.03
Avg. volume 1W:   0.00
Avg. price 1M:   1.96
Avg. volume 1M:   0.00
Avg. price 6M:   1.31
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.46%
Volatility 6M:   64.24%
Volatility 1Y:   -
Volatility 3Y:   -