RCB Call/Post 20-21/  AT0000A2G6W7  /

Wien OS
8/3/2021  9:15:05 AM Chg.-0.050 Bid5:28:12 PM Ask5:28:12 PM Underlying Strike price Expiration date Option type
1.010EUR -4.72% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 34.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLK
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.13
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 1.04
Historic volatility: 0.20
Parity: 1.06
Time value: 0.03
Break-even: 44.80
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.85%
Delta: 0.77
Theta: -0.02
Omega: 3.17
Rho: 0.03
 

Quote data

Open: 1.010
High: 1.010
Low: 1.010
Previous Close: 1.060
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.17%
1 Month
  -10.62%
3 Months  
+189.40%
YTD  
+1880.39%
1 Year  
+963.16%
3 Years     -
5 Years     -
1W High / 1W Low: 1.150 1.060
1M High / 1M Low: 1.350 1.060
6M High / 6M Low: 1.350 0.159
High (YTD): 7/14/2021 1.350
Low (YTD): 1/7/2021 0.052
52W High: 7/14/2021 1.350
52W Low: 12/30/2020 0.051
Avg. price 1W:   1.108
Avg. volume 1W:   0.000
Avg. price 1M:   1.176
Avg. volume 1M:   0.000
Avg. price 6M:   0.633
Avg. volume 6M:   16.529
Avg. price 1Y:   0.352
Avg. volume 1Y:   30.242
Volatility 1M:   77.19%
Volatility 6M:   112.10%
Volatility 1Y:   131.88%
Volatility 3Y:   -