RCB Call 40 BG 17.09.2021/  AT0000A2M6N8  /

EUWAX
7/29/2021  9:21:32 AM Chg.+0.040 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.950EUR +4.40% -
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: 5.29
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.87
Implied volatility: 0.90
Historic volatility: 0.33
Parity: 0.87
Time value: 0.05
Break-even: 49.19
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.70
Theta: -0.02
Omega: 3.71
Rho: 0.03
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+72.73%
1 Month  
+39.71%
3 Months  
+41.79%
YTD  
+187.88%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.550
1M High / 1M Low: 0.910 0.450
6M High / 6M Low: 0.910 0.260
High (YTD): 7/28/2021 0.910
Low (YTD): 1/28/2021 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.627
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.80%
Volatility 6M:   147.58%
Volatility 1Y:   -
Volatility 3Y:   -