RCB Call 44 BG 17.09.2021/  AT0000A2M6Q1  /

EUWAX
7/23/2021  9:21:46 AM Chg.+0.040 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.290EUR +16.00% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 44.00 EUR 9/17/2021 Call

Master data

WKN: RC001X
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 9/17/2021
Issue date: 12/7/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.98
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.20
Implied volatility: 0.57
Historic volatility: 0.33
Parity: 0.20
Time value: 0.13
Break-even: 47.29
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.04%
Delta: 0.47
Theta: -0.01
Omega: 6.63
Rho: 0.03
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month
  -30.95%
3 Months  
+16.00%
YTD  
+45.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.185
1M High / 1M Low: 0.440 0.185
6M High / 6M Low: 0.500 0.130
High (YTD): 5/26/2021 0.500
Low (YTD): 1/28/2021 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.229
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.66%
Volatility 6M:   190.52%
Volatility 1Y:   -
Volatility 3Y:   -