RCB Call/Post 20-21/  AT0000A2L8F1  /

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
1.880EUR -1.57% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 26.00 EUR 9/17/2021 Call

Master data

WKN: RC00DG
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 9/17/2021
Issue date: 11/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.33
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.85
Implied volatility: 1.65
Historic volatility: 0.20
Parity: 1.85
Time value: 0.06
Break-even: 45.10
Moneyness: 1.71
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.05%
Delta: 0.86
Theta: -0.03
Omega: 2.00
Rho: 0.03
 

Quote data

Open: 1.880
High: 1.880
Low: 1.880
Previous Close: 1.910
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.93%
1 Month
  -1.57%
3 Months  
+72.48%
YTD  
+370.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.980 1.880
1M High / 1M Low: 2.150 1.880
6M High / 6M Low: 2.150 0.770
High (YTD): 7/14/2021 2.150
Low (YTD): 1/7/2021 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   1.932
Avg. volume 1W:   0.000
Avg. price 1M:   1.976
Avg. volume 1M:   0.000
Avg. price 6M:   1.381
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.66%
Volatility 6M:   58.49%
Volatility 1Y:   -
Volatility 3Y:   -