RCB Call 31 VAS 18.03.2022/  AT0000A2KRU7  /

EUWAX
1/21/2022  9:17:54 AM Chg.-0.123 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.227EUR -35.14% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 31.00 EUR 3/18/2022 Call

Master data

WKN: RC0Z91
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 31.00 EUR
Maturity: 3/18/2022
Issue date: 10/27/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.58
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.08
Implied volatility: 0.58
Historic volatility: 0.24
Parity: 0.08
Time value: 0.13
Break-even: 33.04
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 4.90%
Delta: 0.44
Theta: -0.01
Omega: 6.83
Rho: 0.02
 

Quote data

Open: 0.227
High: 0.227
Low: 0.227
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.21%
1 Month
  -1.30%
3 Months
  -15.93%
YTD
  -9.20%
1 Year
  -50.65%
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.227
1M High / 1M Low: 0.430 0.227
6M High / 6M Low: 0.940 0.131
High (YTD): 1/14/2022 0.430
Low (YTD): 1/21/2022 0.227
52W High: 8/16/2021 0.940
52W Low: 11/30/2021 0.131
Avg. price 1W:   0.323
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   0.516
Avg. volume 1Y:   0.000
Volatility 1M:   177.27%
Volatility 6M:   165.86%
Volatility 1Y:   138.81%
Volatility 3Y:   -