RCB Call 31 VAS 18.03.2022/  AT0000A2KRU7  /

Frankfurt Zertifikate
1/28/2022  9:21:18 AM Chg.-0.006 Bid5:29:10 PM Ask5:29:10 PM Underlying Strike price Expiration date Option type
0.092EUR -6.12% 0.066
Bid Size: 10,000
0.076
Ask Size: 10,000
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: 26.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.25
Parity: -0.09
Time value: 0.11
Break-even: 32.13
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 8.85%
Delta: 0.33
Theta: -0.01
Omega: 8.74
Rho: 0.01
 

Quote data

Open: 0.092
High: 0.092
Low: 0.092
Previous Close: 0.098
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -59.11%
1 Month
  -63.20%
3 Months
  -72.94%
YTD
  -61.67%
1 Year
  -75.14%
3 Years     -
5 Years     -
1W High / 1W Low: 0.115 0.086
1M High / 1M Low: 0.420 0.086
6M High / 6M Low: 0.950 0.086
High (YTD): 1/13/2022 0.420
Low (YTD): 1/25/2022 0.086
52W High: 8/13/2021 0.950
52W Low: 1/25/2022 0.086
Avg. price 1W:   0.098
Avg. volume 1W:   2,000
Avg. price 1M:   0.274
Avg. volume 1M:   454.545
Avg. price 6M:   0.414
Avg. volume 6M:   124.031
Avg. price 1Y:   0.509
Avg. volume 1Y:   240.157
Volatility 1M:   286.18%
Volatility 6M:   198.90%
Volatility 1Y:   159.01%
Volatility 3Y:   -