RCB Call/Post 20-21/  AT0000A2G6V9  /

Wien OS
7/29/2021  9:15:10 AM Chg.-0.030 Bid4:28:28 PM Ask4:28:28 PM Underlying Strike price Expiration date Option type
1.310EUR -2.24% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 32.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLJ
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.38
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.34
Implied volatility: 1.14
Historic volatility: 0.20
Parity: 1.34
Time value: 0.01
Break-even: 45.40
Moneyness: 1.42
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 1.49%
Delta: 0.80
Theta: -0.02
Omega: 2.72
Rho: 0.03
 

Quote data

Open: 1.310
High: 1.310
Low: 1.310
Previous Close: 1.340
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.09%
1 Month  
+0.77%
3 Months  
+168.99%
YTD  
+1293.62%
1 Year  
+907.69%
3 Years     -
5 Years     -
1W High / 1W Low: 1.430 1.340
1M High / 1M Low: 1.550 1.290
6M High / 6M Low: 1.550 0.260
High (YTD): 7/14/2021 1.550
Low (YTD): 1/6/2021 0.095
52W High: 7/14/2021 1.550
52W Low: 10/30/2020 0.080
Avg. price 1W:   1.382
Avg. volume 1W:   0.000
Avg. price 1M:   1.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.783
Avg. volume 6M:   4,204.918
Avg. price 1Y:   0.451
Avg. volume 1Y:   2,594.378
Volatility 1M:   64.90%
Volatility 6M:   110.96%
Volatility 1Y:   128.85%
Volatility 3Y:   -