RCB Call 27 VAS 18.03.2022/  AT0000A2JVE5  /

EUWAX
1/21/2022  9:18:38 AM Chg.-0.160 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.550EUR -22.54% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 27.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR8
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.17
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.48
Implied volatility: 0.81
Historic volatility: 0.24
Parity: 0.48
Time value: 0.04
Break-even: 32.15
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.94%
Delta: 0.66
Theta: -0.01
Omega: 4.06
Rho: 0.02
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.38%
1 Month  
+14.58%
3 Months  
+3.77%
YTD
  -3.51%
1 Year
  -20.29%
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.550
1M High / 1M Low: 0.800 0.480
6M High / 6M Low: 1.300 0.340
High (YTD): 1/13/2022 0.800
Low (YTD): 1/21/2022 0.550
52W High: 8/16/2021 1.300
52W Low: 11/30/2021 0.340
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.647
Avg. volume 1M:   0.000
Avg. price 6M:   0.736
Avg. volume 6M:   0.000
Avg. price 1Y:   0.804
Avg. volume 1Y:   39.370
Volatility 1M:   108.77%
Volatility 6M:   116.95%
Volatility 1Y:   101.47%
Volatility 3Y:   -