RCB Call/Verbund 21-22/  AT0000A2P7X2  /

Wien OS
9/21/2021  10:52:05 AM Chg.+0.037 Bid5:29:46 PM Ask5:29:46 PM Underlying Strike price Expiration date Option type
0.676EUR +5.79% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 100.00 EUR 9/16/2022 Call

Master data

WKN: RC02JF
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 9/16/2022
Issue date: 2/5/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.55
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.33
Parity: -1.02
Time value: 0.66
Break-even: 106.63
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.51%
Delta: 0.25
Theta: 0.00
Omega: 3.40
Rho: 0.16
 

Quote data

Open: 0.645
High: 0.676
Low: 0.645
Previous Close: 0.639
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.62%
1 Month  
+0.15%
3 Months  
+31.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.885 0.638
1M High / 1M Low: 0.885 0.638
6M High / 6M Low: 0.885 0.257
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.753
Avg. volume 1W:   0.000
Avg. price 1M:   0.794
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.63%
Volatility 6M:   147.11%
Volatility 1Y:   -
Volatility 3Y:   -