RCB Call 31 VAS 18.03.2022/  AT0000A2KRU7  /

Frankfurt Zertifikate
12/6/2021  9:38:07 AM Chg.-0.024 Bid10:40:28 AM Ask10:40:28 AM Underlying Strike price Expiration date Option type
0.147EUR -14.04% 0.163
Bid Size: 10,000
0.173
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: 17.46
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.24
Parity: -0.08
Time value: 0.17
Break-even: 32.73
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 5.78%
Delta: 0.33
Theta: 0.00
Omega: 5.75
Rho: 0.02
 

Quote data

Open: 0.147
High: 0.147
Low: 0.147
Previous Close: 0.171
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.65%
1 Month
  -55.45%
3 Months
  -80.40%
YTD
  -56.76%
1 Year
  -41.20%
3 Years     -
5 Years     -
1W High / 1W Low: 0.185 0.136
1M High / 1M Low: 0.420 0.136
6M High / 6M Low: 0.950 0.136
High (YTD): 8/13/2021 0.950
Low (YTD): 11/30/2021 0.136
52W High: 8/13/2021 0.950
52W Low: 11/30/2021 0.136
Avg. price 1W:   0.163
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   395.349
Avg. price 1Y:   0.538
Avg. volume 1Y:   228.216
Volatility 1M:   261.59%
Volatility 6M:   146.14%
Volatility 1Y:   125.92%
Volatility 3Y:   -