RCB Call 40 O3P 17.09.2021/  AT0000A2G6Z0  /

EUWAX
7/29/2021  9:21:16 AM Chg.-0.030 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.520EUR -5.45% -
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: 8.25
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.66
Historic volatility: 0.20
Parity: 0.54
Time value: 0.02
Break-even: 45.50
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.63
Theta: -0.01
Omega: 5.17
Rho: 0.03
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -1.89%
3 Months  
+642.86%
YTD  
+1233.33%
1 Year  
+420.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 0.550
1M High / 1M Low: 0.750 0.530
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:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   0.229
Avg. volume 6M:   0.000
Avg. price 1Y:   0.146
Avg. volume 1Y:   0.000
Volatility 1M:   103.06%
Volatility 6M:   205.42%
Volatility 1Y:   152.21%
Volatility 3Y:   -