RCB Call 30 BG 17.09.2021/  AT0000A2KSA7  /

EUWAX
7/27/2021  9:21:34 AM Chg.+0.19 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
1.85EUR +11.45% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 30.00 EUR 9/17/2021 Call

Master data

WKN: RC0Z99
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 9/17/2021
Issue date: 11/2/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.64
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.83
Implied volatility: 1.36
Historic volatility: 0.33
Parity: 1.83
Time value: 0.00
Break-even: 48.30
Moneyness: 1.61
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.55%
Delta: 0.85
Theta: -0.02
Omega: 2.24
Rho: 0.03
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.37%
1 Month  
+10.12%
3 Months  
+24.16%
YTD  
+105.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.85 1.43
1M High / 1M Low: 1.85 1.38
6M High / 6M Low: 1.85 0.75
High (YTD): 7/27/2021 1.85
Low (YTD): 1/28/2021 0.75
52W High: - -
52W Low: - -
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   1.45
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.58%
Volatility 6M:   80.15%
Volatility 1Y:   -
Volatility 3Y:   -