RCB Call 34 O3P 17.09.2021/  AT0000A2G6W7  /

Frankfurt Zertifikate
6/21/2021  12:32:39 PM Chg.-0.120 Bid5:09:26 PM Ask5:09:26 PM Underlying Strike price Expiration date Option type
0.860EUR -12.24% 0.940
Bid Size: 10,000
0.960
Ask Size: 10,000
OESTERREICH. POST AG 34.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLK
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.10
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.95
Implied volatility: 1.01
Historic volatility: 0.21
Parity: 0.95
Time value: 0.12
Break-even: 44.60
Moneyness: 1.28
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.89%
Delta: 0.68
Theta: -0.02
Omega: 2.80
Rho: 0.05
 

Quote data

Open: 0.780
High: 0.860
Low: 0.780
Previous Close: 0.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.63%
1 Month  
+32.31%
3 Months  
+258.33%
YTD  
+1586.27%
1 Year  
+616.67%
3 Years     -
5 Years     -
1W High / 1W Low: 1.130 0.970
1M High / 1M Low: 1.130 0.650
6M High / 6M Low: 1.130 0.051
High (YTD): 6/16/2021 1.130
Low (YTD): 1/6/2021 0.051
52W High: 6/16/2021 1.130
52W Low: 1/6/2021 0.051
Avg. price 1W:   1.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.894
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.325
Avg. volume 1Y:   0.000
Volatility 1M:   88.78%
Volatility 6M:   146.55%
Volatility 1Y:   120.35%
Volatility 3Y:   -