RCB Call/S IMMO 19-21/  AT0000A2AM80  /

Wien OS
8/4/2020  4:25:00 PM Chg.-0.002 Bid5:28:47 PM Ask5:28:47 PM Underlying Strike price Expiration date Option type
0.020EUR -9.09% -
Bid Size: -
-
Ask Size: -
S IMMO AG 20.00 EUR 3/19/2021 Call

Master data

WKN: RC0VYN
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 3/19/2021
Issue date: 9/26/2019
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.54
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.40
Parity: -0.50
Time value: 0.04
Break-even: 20.41
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.64
Spread abs.: 0.02
Spread %: 48.78%
Delta: 0.14
Theta: 0.00
Omega: 5.12
Rho: 0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.020
Previous Close: 0.022
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month
  -75.31%
3 Months
  -59.18%
YTD
  -94.12%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.023 0.017
1M High / 1M Low: 0.078 0.017
6M High / 6M Low: 0.720 0.001
High (YTD): 2/17/2020 0.720
Low (YTD): 3/19/2020 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   2,000
Avg. price 1M:   0.043
Avg. volume 1M:   476.190
Avg. price 6M:   0.162
Avg. volume 6M:   163.934
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   348.30%
Volatility 6M:   1,259.00%
Volatility 1Y:   -
Volatility 3Y:   -