RCB Call/OMV 20-22/  AT0000A2M7T3  /

Wien OS
1/24/2022  9:15:10 AM Chg.-0.100 Bid5:29:59 PM Ask5:29:59 PM Underlying Strike price Expiration date Option type
1.680EUR -5.62% -
Bid Size: -
-
Ask Size: -
OMV AG 36.00 EUR 3/18/2022 Call

Master data

WKN: RC0020
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 3/18/2022
Issue date: 12/7/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.72
Implied volatility: -
Historic volatility: 0.29
Parity: 1.72
Time value: -0.01
Break-even: 53.10
Moneyness: 1.48
Premium: 0.00
Premium p.a.: -0.02
Spread abs.: 0.01
Spread %: 0.58%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.680
High: 1.680
Low: 1.680
Previous Close: 1.780
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+19.15%
3 Months
  -6.67%
YTD  
+18.31%
1 Year  
+245.68%
3 Years     -
5 Years     -
1W High / 1W Low: 1.930 1.780
1M High / 1M Low: 1.980 1.370
6M High / 6M Low: 1.980 1.070
High (YTD): 1/12/2022 1.980
Low (YTD): 1/3/2022 1.380
52W High: 1/12/2022 1.980
52W Low: 2/12/2021 0.388
Avg. price 1W:   1.848
Avg. volume 1W:   0.000
Avg. price 1M:   1.707
Avg. volume 1M:   0.000
Avg. price 6M:   1.491
Avg. volume 6M:   0.000
Avg. price 1Y:   1.265
Avg. volume 1Y:   0.000
Volatility 1M:   84.83%
Volatility 6M:   87.63%
Volatility 1Y:   98.44%
Volatility 3Y:   -