RCB Call 40 BG 17.09.2021/  AT0000A2M6N8  /

EUWAX
8/4/2021  9:16:52 AM Chg.0.000 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.900EUR 0.00% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 40.00 EUR 9/17/2021 Call

Master data

WKN: RC001V
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 9/17/2021
Issue date: 12/7/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.85
Implied volatility: 0.89
Historic volatility: 0.32
Parity: 0.85
Time value: 0.04
Break-even: 48.94
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.71
Theta: -0.02
Omega: 3.86
Rho: 0.03
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month  
+25.00%
3 Months  
+55.17%
YTD  
+172.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.950 0.900
1M High / 1M Low: 0.950 0.450
6M High / 6M Low: 0.950 0.380
High (YTD): 7/29/2021 0.950
Low (YTD): 1/28/2021 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.910
Avg. volume 1W:   0.000
Avg. price 1M:   0.679
Avg. volume 1M:   0.000
Avg. price 6M:   0.637
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.67%
Volatility 6M:   136.39%
Volatility 1Y:   -
Volatility 3Y:   -