RCB Call 36 O3P 17.09.2021/  AT0000A2G6X5  /

EUWAX
7/27/2021  9:21:01 AM Chg.-0.040 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.940EUR -4.08% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 36.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLL
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.51
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 1.01
Implied volatility: 0.95
Historic volatility: 0.20
Parity: 1.01
Time value: 0.02
Break-even: 46.20
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.96%
Delta: 0.74
Theta: -0.01
Omega: 3.34
Rho: 0.03
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.09%
1 Month  
+8.05%
3 Months  
+325.34%
YTD  
+2440.54%
1 Year  
+840.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.030 0.970
1M High / 1M Low: 1.150 0.830
6M High / 6M Low: 1.150 0.062
High (YTD): 7/14/2021 1.150
Low (YTD): 1/8/2021 0.035
52W High: 7/14/2021 1.150
52W Low: 1/8/2021 0.035
Avg. price 1W:   1.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.985
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   0.248
Avg. volume 1Y:   0.000
Volatility 1M:   73.09%
Volatility 6M:   165.81%
Volatility 1Y:   140.67%
Volatility 3Y:   -