RCB Call 32 BG 17.09.2021/  AT0000A2KSB5  /

EUWAX
7/29/2021  9:21:40 AM Chg.+0.04 Bid5:30:01 PM Ask5:30:01 PM Underlying Strike price Expiration date Option type
1.73EUR +2.37% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 32.00 EUR 9/17/2021 Call

Master data

WKN: RC00AA
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 9/17/2021
Issue date: 11/2/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.88
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.67
Implied volatility: 1.31
Historic volatility: 0.33
Parity: 1.67
Time value: 0.02
Break-even: 48.90
Moneyness: 1.52
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.59%
Delta: 0.83
Theta: -0.02
Omega: 2.39
Rho: 0.03
 

Quote data

Open: 1.73
High: 1.73
Low: 1.73
Previous Close: 1.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.08%
1 Month  
+21.83%
3 Months  
+27.21%
YTD  
+124.68%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.69 1.30
1M High / 1M Low: 1.69 1.17
6M High / 6M Low: 1.69 0.66
High (YTD): 7/28/2021 1.69
Low (YTD): 1/28/2021 0.63
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   1.28
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.95%
Volatility 6M:   87.92%
Volatility 1Y:   -
Volatility 3Y:   -