RCB Call 38 O3P 17.09.2021/  AT0000A2G6Y3  /

EUWAX
8/4/2021  9:16:23 AM Chg.+0.020 Bid8:00:06 PM Ask8:00:06 PM Underlying Strike price Expiration date Option type
0.640EUR +3.23% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 38.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLM
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.89
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.63
Implied volatility: 0.75
Historic volatility: 0.20
Parity: 0.63
Time value: 0.02
Break-even: 44.42
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 3.12%
Delta: 0.68
Theta: -0.01
Omega: 4.66
Rho: 0.03
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -14.67%
3 Months  
+269.94%
YTD  
+1677.78%
1 Year  
+540.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.620
1M High / 1M Low: 0.950 0.620
6M High / 6M Low: 0.950 0.031
High (YTD): 7/14/2021 0.950
Low (YTD): 2/26/2021 0.031
52W High: 7/14/2021 0.950
52W Low: 2/26/2021 0.031
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.779
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   0.203
Avg. volume 1Y:   0.000
Volatility 1M:   87.24%
Volatility 6M:   181.86%
Volatility 1Y:   147.53%
Volatility 3Y:   -