RCB Call 28 O3P 17.09.2021/  AT0000A2L8G9  /

EUWAX
7/23/2021  9:21:44 AM Chg.0.00 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
1.81EUR 0.00% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 28.00 EUR 9/17/2021 Call

Master data

WKN: RC00DH
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 9/17/2021
Issue date: 11/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.82
Implied volatility: 1.39
Historic volatility: 0.20
Parity: 1.82
Time value: 0.01
Break-even: 46.20
Moneyness: 1.65
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 1.10%
Delta: 0.85
Theta: -0.02
Omega: 2.16
Rho: 0.03
 

Quote data

Open: 1.81
High: 1.81
Low: 1.81
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.24%
1 Month  
+8.38%
3 Months  
+84.69%
YTD  
+570.37%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.83 1.77
1M High / 1M Low: 1.95 1.63
6M High / 6M Low: 1.95 0.54
High (YTD): 7/14/2021 1.95
Low (YTD): 1/7/2021 0.27
52W High: - -
52W Low: - -
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.78
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.57%
Volatility 6M:   76.01%
Volatility 1Y:   -
Volatility 3Y:   -