RCB Call 95 OEWA 16.09.2022/  AT0000A2P7W4  /

Frankfurt Zertifikate
12/1/2021  9:22:18 AM Chg.+0.090 Bid11:15:06 AM Ask11:15:06 AM Underlying Strike price Expiration date Option type
0.910EUR +10.98% 0.900
Bid Size: 10,000
0.910
Ask Size: 10,000
VERBUND AG INH... 95.00 EUR 9/16/2022 Call

Master data

WKN: RC02JE
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 9/16/2022
Issue date: 2/5/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.28
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.34
Parity: -0.25
Time value: 0.90
Break-even: 104.00
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.32
Theta: 0.00
Omega: 3.33
Rho: 0.17
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.17%
1 Month
  -1.09%
3 Months
  -9.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.710
1M High / 1M Low: 0.920 0.690
6M High / 6M Low: 1.230 0.570
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.810
Avg. volume 1W:   0.000
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   0.834
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.22%
Volatility 6M:   126.25%
Volatility 1Y:   -
Volatility 3Y:   -