RCB Call 28 O3P 17.09.2021/  AT0000A2L8G9  /

Frankfurt Zertifikate
6/21/2021  12:32:39 PM Chg.-0.130 Bid5:26:46 PM Ask5:26:46 PM Underlying Strike price Expiration date Option type
1.450EUR -8.23% 1.540
Bid Size: 10,000
1.560
Ask Size: 10,000
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: 2.62
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.55
Implied volatility: 1.36
Historic volatility: 0.21
Parity: 1.55
Time value: 0.12
Break-even: 44.60
Moneyness: 1.55
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.79
Theta: -0.02
Omega: 2.06
Rho: 0.04
 

Quote data

Open: 1.370
High: 1.450
Low: 1.370
Previous Close: 1.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.17%
1 Month  
+17.89%
3 Months  
+85.90%
YTD  
+480.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.720 1.560
1M High / 1M Low: 1.720 1.230
6M High / 6M Low: 1.720 0.250
High (YTD): 6/16/2021 1.720
Low (YTD): 1/6/2021 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   1.648
Avg. volume 1W:   0.000
Avg. price 1M:   1.490
Avg. volume 1M:   0.000
Avg. price 6M:   0.876
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.50%
Volatility 6M:   78.24%
Volatility 1Y:   -
Volatility 3Y:   -