RCB Call/Verbund 21-22/  AT0000A2P7V6  /

Wien OS
9/17/2021  3:36:13 PM Chg.-0.190 Bid5:28:59 PM Ask5:28:59 PM Underlying Strike price Expiration date Option type
1.040EUR -15.45% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 90.00 EUR 9/16/2022 Call

Master data

WKN: RC02JD
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 9/16/2022
Issue date: 2/5/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.59
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.33
Parity: -0.07
Time value: 1.04
Break-even: 100.40
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.34
Theta: 0.00
Omega: 2.92
Rho: 0.20
 

Quote data

Open: 1.140
High: 1.140
Low: 1.040
Previous Close: 1.230
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.80%
1 Month  
+4.00%
3 Months  
+34.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.370 1.040
1M High / 1M Low: 1.370 0.990
6M High / 6M Low: 1.370 0.381
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.254
Avg. volume 1W:   0.000
Avg. price 1M:   1.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.791
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.79%
Volatility 6M:   132.08%
Volatility 1Y:   -
Volatility 3Y:   -