RCB Call 90 OEWA 16.09.2022/  AT0000A2P7V6  /

Frankfurt Zertifikate
9/17/2021  10:02:58 AM Chg.-0.140 Bid5:28:59 PM Ask5:28:59 PM Underlying Strike price Expiration date Option type
1.140EUR -10.94% 1.030
Bid Size: 10,000
1.040
Ask Size: 10,000
VERBUND AG INH... 90.00 EUR 9/16/2022 Call

Master data

WKN: RC02JD
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 9/16/2022
Issue date: 2/5/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.96
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.08
Implied volatility: 0.74
Historic volatility: 0.33
Parity: 0.08
Time value: 1.06
Break-even: 101.40
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.88%
Delta: 0.36
Theta: 0.00
Omega: 2.84
Rho: 0.21
 

Quote data

Open: 1.120
High: 1.140
Low: 1.120
Previous Close: 1.280
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -15.56%
1 Month  
+40.74%
3 Months  
+50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.340 1.140
1M High / 1M Low: 1.350 0.810
6M High / 6M Low: 1.350 0.380
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.268
Avg. volume 1W:   0.000
Avg. price 1M:   1.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.792
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.65%
Volatility 6M:   131.42%
Volatility 1Y:   -
Volatility 3Y:   -