RCB Call 30 O3P 17.09.2021/  AT0000A2L8H7  /

Frankfurt Zertifikate
6/18/2021  10:20:43 AM Chg.+0.010 Bid5:29:55 PM Ask5:29:55 PM Underlying Strike price Expiration date Option type
1.370EUR +0.74% 1.330
Bid Size: 10,000
1.350
Ask Size: 10,000
OESTERREICH. POST AG 30.00 EUR 9/17/2021 Call

Master data

WKN: RC00DJ
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 9/17/2021
Issue date: 11/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.22
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.35
Implied volatility: 1.08
Historic volatility: 0.21
Parity: 1.35
Time value: 0.01
Break-even: 43.50
Moneyness: 1.45
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1.48%
Delta: 0.76
Theta: -0.01
Omega: 2.44
Rho: 0.05
 

Quote data

Open: 1.370
High: 1.370
Low: 1.370
Previous Close: 1.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.16%
1 Month  
+30.48%
3 Months  
+140.35%
YTD  
+813.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.520 1.360
1M High / 1M Low: 1.520 1.030
6M High / 6M Low: 1.520 0.150
High (YTD): 6/16/2021 1.520
Low (YTD): 1/7/2021 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   1.440
Avg. volume 1W:   0.000
Avg. price 1M:   1.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.689
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.07%
Volatility 6M:   102.09%
Volatility 1Y:   -
Volatility 3Y:   -