RCB Call 29 VAS 18.03.2022/  AT0000A2JVF2  /

Frankfurt Zertifikate
1/14/2022  2:22:03 PM Chg.-0.100 Bid5:14:02 PM Ask5:14:02 PM Underlying Strike price Expiration date Option type
0.530EUR -15.87% 0.520
Bid Size: 10,000
0.530
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: 6.44
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.50
Implied volatility: 0.77
Historic volatility: 0.24
Parity: 0.50
Time value: 0.03
Break-even: 34.28
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.64
Theta: -0.01
Omega: 4.12
Rho: 0.03
 

Quote data

Open: 0.590
High: 0.610
Low: 0.530
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.92%
1 Month  
+47.22%
3 Months  
+10.42%
YTD  
+35.90%
1 Year  
+10.42%
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.500
1M High / 1M Low: 0.630 0.280
6M High / 6M Low: 1.130 0.232
High (YTD): 1/13/2022 0.630
Low (YTD): 1/3/2022 0.390
52W High: 8/13/2021 1.130
52W Low: 11/30/2021 0.232
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.430
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   164.063
Avg. price 1Y:   0.652
Avg. volume 1Y:   1,075.397
Volatility 1M:   143.39%
Volatility 6M:   148.70%
Volatility 1Y:   128.33%
Volatility 3Y:   -