RCB Call/voestalpine 20-22/  AT0000A2JVB1  /

Wien OS
11/30/2021  9:15:05 AM Chg.-0.032 Bid5:29:47 PM Ask5:29:47 PM Underlying Strike price Expiration date Option type
0.841EUR -3.67% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 21.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR5
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 21.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.85
Implied volatility: 1.03
Historic volatility: 0.24
Parity: 0.85
Time value: 0.01
Break-even: 29.61
Moneyness: 1.40
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.72
Theta: -0.01
Omega: 2.47
Rho: 0.04
 

Quote data

Open: 0.841
High: 0.841
Low: 0.841
Previous Close: 0.873
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.55%
1 Month
  -28.12%
3 Months
  -51.94%
YTD
  -9.57%
1 Year  
+18.45%
3 Years     -
5 Years     -
1W High / 1W Low: 1.100 0.873
1M High / 1M Low: 1.300 0.873
6M High / 6M Low: 1.880 0.873
High (YTD): 8/12/2021 1.880
Low (YTD): 11/29/2021 0.873
52W High: 8/12/2021 1.880
52W Low: 11/30/2020 0.710
Avg. price 1W:   0.980
Avg. volume 1W:   0.000
Avg. price 1M:   1.094
Avg. volume 1M:   0.000
Avg. price 6M:   1.377
Avg. volume 6M:   0.000
Avg. price 1Y:   1.313
Avg. volume 1Y:   0.000
Volatility 1M:   98.41%
Volatility 6M:   67.89%
Volatility 1Y:   67.88%
Volatility 3Y:   -