RCB Call/OMV 21-22/  AT0000A2N4Y9  /

Wien OS
1/21/2022  9:15:09 AM Chg.-0.123 Bid5:29:54 PM Ask5:29:54 PM Underlying Strike price Expiration date Option type
0.669EUR -15.53% -
Bid Size: -
-
Ask Size: -
OMV AG 48.00 EUR 3/18/2022 Call

Master data

WKN: RC01WN
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 3/18/2022
Issue date: 1/15/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.72
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.52
Implied volatility: 0.69
Historic volatility: 0.29
Parity: 0.52
Time value: 0.09
Break-even: 54.10
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.58
Theta: -0.01
Omega: 5.07
Rho: 0.04
 

Quote data

Open: 0.669
High: 0.669
Low: 0.669
Previous Close: 0.792
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.48%
1 Month  
+55.58%
3 Months
  -10.20%
YTD  
+56.67%
1 Year  
+298.21%
3 Years     -
5 Years     -
1W High / 1W Low: 0.792 0.669
1M High / 1M Low: 0.841 0.393
6M High / 6M Low: 0.855 0.280
High (YTD): 1/12/2022 0.841
Low (YTD): 1/3/2022 0.393
52W High: 10/29/2021 0.855
52W Low: 2/12/2021 0.123
Avg. price 1W:   0.723
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   1,000
Avg. price 6M:   0.544
Avg. volume 6M:   546.875
Avg. price 1Y:   0.468
Avg. volume 1Y:   340.426
Volatility 1M:   190.20%
Volatility 6M:   176.45%
Volatility 1Y:   170.29%
Volatility 3Y:   -