RCB Call 40 O3P 17.09.2021/  AT0000A2G6Z0  /

EUWAX
7/26/2021  9:18:07 AM Chg.-0.030 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.590EUR -4.84% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 40.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLN
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.33
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.62
Implied volatility: 0.71
Historic volatility: 0.20
Parity: 0.62
Time value: 0.02
Break-even: 46.30
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 3.17%
Delta: 0.64
Theta: -0.01
Omega: 4.70
Rho: 0.03
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.94%
1 Month  
+18.00%
3 Months  
+719.44%
YTD  
+1412.82%
1 Year  
+436.36%
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.580
1M High / 1M Low: 0.750 0.470
6M High / 6M Low: 0.750 0.017
High (YTD): 7/14/2021 0.750
Low (YTD): 2/26/2021 0.017
52W High: 7/14/2021 0.750
52W Low: 2/26/2021 0.017
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.599
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   111.26%
Volatility 6M:   206.73%
Volatility 1Y:   152.53%
Volatility 3Y:   -