RCB Call 85 OEWA 16.09.2022/  AT0000A2P7U8  /

Frankfurt Zertifikate
9/20/2021  2:23:52 PM Chg.-0.090 Bid2:52:44 PM Ask2:52:44 PM Underlying Strike price Expiration date Option type
1.320EUR -6.38% 1.340
Bid Size: 10,000
1.350
Ask Size: 10,000
VERBUND AG INH... 85.00 EUR 9/16/2022 Call

Master data

WKN: RC02JC
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 9/16/2022
Issue date: 2/5/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.87
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 0.77
Historic volatility: 0.33
Parity: 0.44
Time value: 0.87
Break-even: 98.00
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.77%
Delta: 0.39
Theta: 0.00
Omega: 2.69
Rho: 0.22
 

Quote data

Open: 1.330
High: 1.330
Low: 1.320
Previous Close: 1.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.46%
1 Month  
+2.33%
3 Months  
+41.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.630 1.410
1M High / 1M Low: 1.650 1.290
6M High / 6M Low: 1.650 0.460
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.554
Avg. volume 1W:   0.000
Avg. price 1M:   1.524
Avg. volume 1M:   0.000
Avg. price 6M:   0.962
Avg. volume 6M:   12.598
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.93%
Volatility 6M:   119.85%
Volatility 1Y:   -
Volatility 3Y:   -