RCB Call 36 O3P 17.09.2021/  AT0000A2G6X5  /

Frankfurt Zertifikate
6/11/2021  2:24:39 PM Chg.+0.120 Bid3:43:12 PM Ask3:43:12 PM Underlying Strike price Expiration date Option type
0.860EUR +16.22% -
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: 4.97
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.88
Implied volatility: 0.83
Historic volatility: 0.21
Parity: 0.88
Time value: 0.03
Break-even: 45.00
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 2.22%
Delta: 0.65
Theta: -0.01
Omega: 3.23
Rho: 0.05
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.47%
1 Month  
+115.00%
3 Months  
+514.29%
YTD  
+2224.32%
1 Year  
+616.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.860 0.660
1M High / 1M Low: 0.860 0.400
6M High / 6M Low: 0.860 0.035
High (YTD): 6/11/2021 0.860
Low (YTD): 1/6/2021 0.035
52W High: 6/11/2021 0.860
52W Low: 1/6/2021 0.035
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   0.202
Avg. volume 1Y:   0.000
Volatility 1M:   83.97%
Volatility 6M:   175.40%
Volatility 1Y:   131.36%
Volatility 3Y:   -