RCB Call/Verbund 21-22/  AT0000A2P7U8  /

Wien OS
12/1/2021  9:15:09 AM Chg.+0.120 Bid11:28:18 AM Ask11:28:18 AM Underlying Strike price Expiration date Option type
1.410EUR +9.30% 1.440
Bid Size: 10,000
1.450
Ask Size: 10,000
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: 6.65
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.75
Implied volatility: 0.77
Historic volatility: 0.34
Parity: 0.75
Time value: 0.64
Break-even: 98.90
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.43
Theta: 0.00
Omega: 2.83
Rho: 0.20
 

Quote data

Open: 1.410
High: 1.410
Low: 1.410
Previous Close: 1.290
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+23.68%
1 Month  
+1.44%
3 Months
  -11.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.390 1.140
1M High / 1M Low: 1.390 1.050
6M High / 6M Low: 1.820 0.807
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.282
Avg. volume 1W:   0.000
Avg. price 1M:   1.234
Avg. volume 1M:   0.000
Avg. price 6M:   1.225
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.71%
Volatility 6M:   103.46%
Volatility 1Y:   -
Volatility 3Y:   -