RCB Call 32 O3P 17.09.2021/  AT0000A2G6V9  /

Frankfurt Zertifikate
6/24/2021  11:05:46 AM Chg.+0.050 Bid3:27:01 PM Ask- Underlying Strike price Expiration date Option type
1.230EUR +4.24% 1.270
Bid Size: 10,000
-
Ask Size: -
OESTERREICH. POST AG 32.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLJ
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 1.20
Implied volatility: 1.01
Historic volatility: 0.21
Parity: 1.20
Time value: 0.01
Break-even: 44.10
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 1.65%
Delta: 0.74
Theta: -0.01
Omega: 2.68
Rho: 0.05
 

Quote data

Open: 1.190
High: 1.230
Low: 1.190
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.03%
1 Month  
+48.19%
3 Months  
+186.05%
YTD  
+1208.51%
1 Year  
+623.53%
3 Years     -
5 Years     -
1W High / 1W Low: 1.180 1.050
1M High / 1M Low: 1.320 0.850
6M High / 6M Low: 1.320 0.094
High (YTD): 6/16/2021 1.320
Low (YTD): 1/6/2021 0.094
52W High: 6/16/2021 1.320
52W Low: 11/2/2020 0.090
Avg. price 1W:   1.140
Avg. volume 1W:   0.000
Avg. price 1M:   1.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.557
Avg. volume 6M:   43.103
Avg. price 1Y:   0.398
Avg. volume 1Y:   220.430
Volatility 1M:   88.86%
Volatility 6M:   129.05%
Volatility 1Y:   118.59%
Volatility 3Y:   -