RCB Call/Verbund 21-22/  AT0000A2P7U8  /

Wien OS
10/27/2021  9:15:06 AM Chg.+0.030 Bid5:23:47 PM Ask5:23:47 PM Underlying Strike price Expiration date Option type
1.790EUR +1.70% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 85.00 EUR 9/16/2022 Call

Master data

WKN: RC02JC
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 9/16/2022
Issue date: 2/5/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.45
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.09
Implied volatility: 0.82
Historic volatility: 0.33
Parity: 1.09
Time value: 0.67
Break-even: 102.60
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.46
Theta: 0.00
Omega: 2.52
Rho: 0.24
 

Quote data

Open: 1.790
High: 1.790
Low: 1.790
Previous Close: 1.760
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.18%
1 Month  
+40.94%
3 Months  
+46.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.760 1.610
1M High / 1M Low: 1.760 1.240
6M High / 6M Low: 1.760 0.638
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.678
Avg. volume 1W:   0.000
Avg. price 1M:   1.472
Avg. volume 1M:   0.000
Avg. price 6M:   1.132
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.71%
Volatility 6M:   106.49%
Volatility 1Y:   -
Volatility 3Y:   -