RCB Call/Post 20-21/  AT0000A2G6W7  /

Wien OS
7/27/2021  9:15:11 AM Chg.-0.040 Bid5:20:14 PM Ask5:20:14 PM Underlying Strike price Expiration date Option type
1.150EUR -3.36% -
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: 3.77
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.21
Implied volatility: 1.07
Historic volatility: 0.20
Parity: 1.21
Time value: 0.02
Break-even: 46.20
Moneyness: 1.35
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.64%
Delta: 0.78
Theta: -0.02
Omega: 2.93
Rho: 0.03
 

Quote data

Open: 1.150
High: 1.150
Low: 1.150
Previous Close: 1.190
Turnover: -
Market phase: OP
 
  All quotes in EUR

Performance

1 Week
  -5.74%
1 Month  
+11.65%
3 Months  
+204.23%
YTD  
+2154.90%
1 Year  
+1050.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.220 1.150
1M High / 1M Low: 1.350 1.030
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:   1.200
Avg. volume 1W:   0.000
Avg. price 1M:   1.171
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   33.058
Avg. price 1Y:   0.336
Avg. volume 1Y:   30.242
Volatility 1M:   76.93%
Volatility 6M:   132.02%
Volatility 1Y:   131.83%
Volatility 3Y:   -