RCB Call/Post 20-21/  AT0000A2G6X5  /

Wien OS
7/30/2021  9:15:13 AM Chg.-0.030 Bid5:29:15 PM Ask5:29:15 PM Underlying Strike price Expiration date Option type
0.880EUR -3.30% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 36.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLL
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.85
Implied volatility: 0.96
Historic volatility: 0.20
Parity: 0.85
Time value: 0.06
Break-even: 45.10
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.20%
Delta: 0.72
Theta: -0.02
Omega: 3.50
Rho: 0.03
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.910
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.73%
1 Month
  -3.93%
3 Months  
+263.64%
YTD  
+2344.44%
1 Year  
+780.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.981 0.880
1M High / 1M Low: 1.150 0.880
6M High / 6M Low: 1.150 0.076
High (YTD): 7/14/2021 1.150
Low (YTD): 1/7/2021 0.035
52W High: 7/14/2021 1.150
52W Low: 1/7/2021 0.035
Avg. price 1W:   0.931
Avg. volume 1W:   0.000
Avg. price 1M:   0.973
Avg. volume 1M:   0.000
Avg. price 6M:   0.467
Avg. volume 6M:   74.380
Avg. price 1Y:   0.260
Avg. volume 1Y:   56.680
Volatility 1M:   88.64%
Volatility 6M:   164.29%
Volatility 1Y:   147.74%
Volatility 3Y:   -