RCB Call/OMV 20-22/  AT0000A2K0N3  /

Wien OS
1/21/2022  9:15:09 AM Chg.-0.150 Bid5:24:53 PM Ask5:24:53 PM Underlying Strike price Expiration date Option type
2.580EUR -5.49% -
Bid Size: -
-
Ask Size: -
OMV AG 28.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZTY
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 3/18/2022
Issue date: 10/2/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.12
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 2.52
Implied volatility: -
Historic volatility: 0.29
Parity: 2.52
Time value: -0.01
Break-even: 53.10
Moneyness: 1.90
Premium: 0.00
Premium p.a.: -0.01
Spread abs.: 0.01
Spread %: 0.40%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.580
High: 2.580
Low: 2.580
Previous Close: 2.730
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.77%
1 Month  
+17.81%
3 Months     0.00%
YTD  
+16.74%
1 Year  
+164.89%
3 Years     -
5 Years     -
1W High / 1W Low: 2.730 2.580
1M High / 1M Low: 2.780 2.150
6M High / 6M Low: 2.780 1.760
High (YTD): 1/12/2022 2.780
Low (YTD): 1/3/2022 2.170
52W High: 1/12/2022 2.780
52W Low: 2/12/2021 0.841
Avg. price 1W:   2.646
Avg. volume 1W:   0.000
Avg. price 1M:   2.487
Avg. volume 1M:   0.000
Avg. price 6M:   2.248
Avg. volume 6M:   0.000
Avg. price 1Y:   1.985
Avg. volume 1Y:   0.000
Volatility 1M:   56.00%
Volatility 6M:   60.89%
Volatility 1Y:   70.91%
Volatility 3Y:   -