RCB Call 35 VAS 18.03.2022/  AT0000A2MK39  /

Frankfurt Zertifikate
1/18/2022  9:30:23 AM Chg.-0.018 Bid5:18:12 PM Ask5:18:12 PM Underlying Strike price Expiration date Option type
0.121EUR -12.95% 0.104
Bid Size: 10,000
0.114
Ask Size: 10,000
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: 22.66
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.24
Parity: -0.06
Time value: 0.15
Break-even: 36.52
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 6.58%
Delta: 0.35
Theta: -0.01
Omega: 7.83
Rho: 0.02
 

Quote data

Open: 0.121
High: 0.121
Low: 0.121
Previous Close: 0.139
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.68%
1 Month  
+49.38%
3 Months
  -27.98%
YTD  
+51.25%
1 Year
  -58.28%
3 Years     -
5 Years     -
1W High / 1W Low: 0.167 0.134
1M High / 1M Low: 0.167 0.045
6M High / 6M Low: 0.650 0.042
High (YTD): 1/13/2022 0.167
Low (YTD): 1/3/2022 0.081
52W High: 8/13/2021 0.650
52W Low: 11/30/2021 0.042
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   468.750
Avg. price 1Y:   0.318
Avg. volume 1Y:   297.619
Volatility 1M:   255.38%
Volatility 6M:   253.24%
Volatility 1Y:   199.05%
Volatility 3Y:   -