RCB Call 36 O3P 17.09.2021/  AT0000A2G6X5  /

EUWAX
7/29/2021  9:21:16 AM Chg.-0.020 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.920EUR -2.13% -
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: 4.82
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.94
Implied volatility: 0.90
Historic volatility: 0.20
Parity: 0.94
Time value: 0.01
Break-even: 45.40
Moneyness: 1.26
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 2.13%
Delta: 0.74
Theta: -0.01
Omega: 3.55
Rho: 0.03
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.80%
1 Month  
+2.22%
3 Months  
+342.31%
YTD  
+2386.49%
1 Year  
+820.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.020 0.940
1M High / 1M Low: 1.150 0.900
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:   0.978
Avg. volume 1W:   0.000
Avg. price 1M:   0.988
Avg. volume 1M:   0.000
Avg. price 6M:   0.444
Avg. volume 6M:   0.000
Avg. price 1Y:   0.255
Avg. volume 1Y:   0.000
Volatility 1M:   67.75%
Volatility 6M:   165.14%
Volatility 1Y:   140.76%
Volatility 3Y:   -