RCB Call/Verbund 21-22/  AT0000A2P7U8  /

Wien OS
9/24/2021  12:12:34 PM Chg.-0.190 Bid5:29:50 PM Ask5:29:50 PM Underlying Strike price Expiration date Option type
1.300EUR -12.75% -
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: 6.92
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.29
Implied volatility: 0.78
Historic volatility: 0.33
Parity: 0.29
Time value: 0.98
Break-even: 97.70
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.79%
Delta: 0.39
Theta: 0.00
Omega: 2.70
Rho: 0.21
 

Quote data

Open: 1.430
High: 1.430
Low: 1.300
Previous Close: 1.490
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.47%
3 Months  
+32.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.490 1.260
1M High / 1M Low: 1.670 1.260
6M High / 6M Low: 1.670 0.462
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.344
Avg. volume 1W:   0.000
Avg. price 1M:   1.496
Avg. volume 1M:   0.000
Avg. price 6M:   0.986
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.48%
Volatility 6M:   123.19%
Volatility 1Y:   -
Volatility 3Y:   -