RCB Call 34 O3P 17.09.2021/  AT0000A2G6W7  /

Frankfurt Zertifikate
6/17/2021  1:55:15 PM Chg.-0.160 Bid5:24:15 PM Ask5:24:15 PM Underlying Strike price Expiration date Option type
0.970EUR -14.16% -
Bid Size: -
-
Ask Size: -
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: 4.08
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.09
Implied volatility: 0.93
Historic volatility: 0.21
Parity: 1.09
Time value: 0.01
Break-even: 45.00
Moneyness: 1.32
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 1.82%
Delta: 0.70
Theta: -0.01
Omega: 2.87
Rho: 0.05
 

Quote data

Open: 1.060
High: 1.060
Low: 0.970
Previous Close: 1.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.49%
1 Month  
+53.97%
3 Months  
+304.17%
YTD  
+1801.96%
1 Year  
+708.33%
3 Years     -
5 Years     -
1W High / 1W Low: 1.130 0.970
1M High / 1M Low: 1.130 0.630
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:   1.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.856
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   85.41%
Volatility 6M:   147.11%
Volatility 1Y:   120.30%
Volatility 3Y:   -