RCB Call/Post 20-21/  AT0000A2L8G9  /

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
1.680EUR -1.75% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 28.00 EUR 9/17/2021 Call

Master data

WKN: RC00DH
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 9/17/2021
Issue date: 11/23/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.65
Implied volatility: 1.51
Historic volatility: 0.20
Parity: 1.65
Time value: 0.06
Break-even: 45.10
Moneyness: 1.59
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.17%
Delta: 0.84
Theta: -0.03
Omega: 2.18
Rho: 0.03
 

Quote data

Open: 1.680
High: 1.680
Low: 1.680
Previous Close: 1.710
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.15%
1 Month
  -2.89%
3 Months  
+87.71%
YTD  
+572.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.790 1.680
1M High / 1M Low: 1.950 1.680
6M High / 6M Low: 1.950 0.590
High (YTD): 7/14/2021 1.950
Low (YTD): 1/7/2021 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   1.734
Avg. volume 1W:   0.000
Avg. price 1M:   1.779
Avg. volume 1M:   0.000
Avg. price 6M:   1.187
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.88%
Volatility 6M:   63.91%
Volatility 1Y:   -
Volatility 3Y:   -