RCB Call/Post 20-21/  AT0000A2G6Y3  /

Wien OS
7/30/2021  9:15:13 AM Chg.-0.029 Bid5:29:15 PM Ask5:30:02 PM Underlying Strike price Expiration date Option type
0.682EUR -4.08% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 38.00 EUR 9/17/2021 Call

Master data

WKN: RC0YLM
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 9/17/2021
Issue date: 4/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.66
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.72
Implied volatility: 1.18
Historic volatility: 0.20
Parity: 0.72
Time value: 0.25
Break-even: 47.70
Moneyness: 1.19
Premium: 0.06
Premium p.a.: 0.49
Spread abs.: 0.26
Spread %: 27.22%
Delta: 0.67
Theta: -0.04
Omega: 3.13
Rho: 0.03
 

Quote data

Open: 0.682
High: 0.682
Low: 0.682
Previous Close: 0.711
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.33%
1 Month
  -5.54%
3 Months  
+354.67%
YTD  
+1794.44%
1 Year  
+582.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.825 0.711
1M High / 1M Low: 0.950 0.696
6M High / 6M Low: 0.950 0.038
High (YTD): 7/14/2021 0.950
Low (YTD): 1/15/2021 0.033
52W High: 7/14/2021 0.950
52W Low: 1/15/2021 0.033
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   41.322
Avg. price 1Y:   0.197
Avg. volume 1Y:   20.161
Volatility 1M:   109.53%
Volatility 6M:   190.40%
Volatility 1Y:   153.24%
Volatility 3Y:   -