RCB Call 35 VAS 18.03.2022/  AT0000A2MK39  /

EUWAX
1/21/2022  9:18:39 AM Chg.-0.063 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.060EUR -51.22% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 35.00 EUR 3/18/2022 Call

Master data

WKN: RC01CG
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 3/18/2022
Issue date: 12/21/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 56.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.24
Parity: -0.32
Time value: 0.06
Break-even: 35.56
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.11
Spread abs.: 0.00
Spread %: 3.57%
Delta: 0.19
Theta: -0.01
Omega: 10.69
Rho: 0.01
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.123
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -64.91%
1 Month
  -21.05%
3 Months
  -50.41%
YTD
  -30.23%
1 Year
  -80.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.141 0.060
1M High / 1M Low: 0.176 0.060
6M High / 6M Low: 0.640 0.040
High (YTD): 1/13/2022 0.176
Low (YTD): 1/21/2022 0.060
52W High: 8/16/2021 0.640
52W Low: 11/30/2021 0.040
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.316
Avg. volume 1Y:   98.814
Volatility 1M:   261.87%
Volatility 6M:   234.14%
Volatility 1Y:   186.98%
Volatility 3Y:   -