RCB Call 36 BG 17.09.2021/  AT0000A2KSD1  /

EUWAX
7/30/2021  9:18:54 AM Chg.-0.05 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
1.28EUR -3.76% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 36.00 EUR 9/17/2021 Call

Master data

WKN: RC00AC
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 9/17/2021
Issue date: 11/2/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.28
Implied volatility: 1.07
Historic volatility: 0.32
Parity: 1.28
Time value: 0.01
Break-even: 48.90
Moneyness: 1.35
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.78
Theta: -0.02
Omega: 2.95
Rho: 0.03
 

Quote data

Open: 1.28
High: 1.28
Low: 1.28
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.96%
1 Month  
+30.61%
3 Months  
+28.00%
YTD  
+150.98%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.33 0.97
1M High / 1M Low: 1.33 0.80
6M High / 6M Low: 1.33 0.46
High (YTD): 7/29/2021 1.33
Low (YTD): 1/28/2021 0.38
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   0.93
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.32%
Volatility 6M:   112.00%
Volatility 1Y:   -
Volatility 3Y:   -