RCB Call 70 OEWA 16.09.2022/  AT0000A2P7R4  /

Frankfurt Zertifikate
9/17/2021  10:02:58 AM Chg.-0.200 Bid5:29:55 PM Ask5:29:55 PM Underlying Strike price Expiration date Option type
2.440EUR -7.58% 2.280
Bid Size: 10,000
2.290
Ask Size: 10,000
VERBUND AG INH... 70.00 EUR 9/16/2022 Call

Master data

WKN: RC02H9
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 9/16/2022
Issue date: 2/5/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.92
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.94
Implied volatility: 0.91
Historic volatility: 0.33
Parity: 1.94
Time value: 0.35
Break-even: 92.80
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.44%
Delta: 0.55
Theta: 0.00
Omega: 2.14
Rho: 0.26
 

Quote data

Open: 2.420
High: 2.440
Low: 2.420
Previous Close: 2.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.96%
1 Month  
+10.41%
3 Months  
+50.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.720 2.440
1M High / 1M Low: 2.730 2.210
6M High / 6M Low: 2.730 0.850
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.616
Avg. volume 1W:   0.000
Avg. price 1M:   2.550
Avg. volume 1M:   0.000
Avg. price 6M:   1.671
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.63%
Volatility 6M:   92.74%
Volatility 1Y:   -
Volatility 3Y:   -