RCB Call/S IMMO 20-21/  AT0000A2GB87  /

Wien OS
8/7/2020  4:25:00 PM Chg.+0.002 Bid5:29:46 PM Ask5:27:04 PM Underlying Strike price Expiration date Option type
0.090EUR +2.27% -
Bid Size: -
-
Ask Size: -
S IMMO AG 18.00 - 9/17/2021 Call

Master data

WKN: RC0YQU
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 9/17/2021
Issue date: 4/24/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.40
Parity: -0.28
Time value: 0.11
Break-even: 19.10
Moneyness: 0.84
Premium: 0.26
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 16.36%
Delta: 0.24
Theta: 0.00
Omega: 3.31
Rho: 0.03
 

Quote data

Open: 0.089
High: 0.090
Low: 0.089
Previous Close: 0.088
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.10%
1 Month
  -30.77%
3 Months
  -40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.095 0.083
1M High / 1M Low: 0.170 0.076
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   1,304.348
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -