RCB Call 29 VAS 18.03.2022/  AT0000A2JVF2  /

EUWAX
1/18/2022  9:18:37 AM Chg.-0.030 Bid4:26:06 PM Ask4:26:06 PM Underlying Strike price Expiration date Option type
0.520EUR -5.45% 0.480
Bid Size: 10,000
0.490
Ask Size: 10,000
VOESTALPINE AG 29.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR9
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 29.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.15
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.78
Historic volatility: 0.24
Parity: 0.54
Time value: 0.02
Break-even: 34.60
Moneyness: 1.19
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.66
Theta: -0.01
Omega: 4.06
Rho: 0.03
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.89%
1 Month  
+52.94%
3 Months  
+8.33%
YTD  
+33.33%
1 Year  
+6.12%
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.530
1M High / 1M Low: 0.610 0.280
6M High / 6M Low: 1.120 0.218
High (YTD): 1/13/2022 0.610
Low (YTD): 1/3/2022 0.400
52W High: 8/16/2021 1.120
52W Low: 11/30/2021 0.218
Avg. price 1W:   0.574
Avg. volume 1W:   0.000
Avg. price 1M:   0.448
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   0.000
Avg. price 1Y:   0.653
Avg. volume 1Y:   0.000
Volatility 1M:   84.57%
Volatility 6M:   138.71%
Volatility 1Y:   118.01%
Volatility 3Y:   -