RCB Call/voestalpine 20-22/  AT0000A2JVD7  /

Wien OS
11/29/2021  9:15:05 AM Chg.-0.010 Bid4:46:43 PM Ask4:46:43 PM Underlying Strike price Expiration date Option type
0.511EUR -1.92% 0.496
Bid Size: 10,000
0.506
Ask Size: 10,000
VOESTALPINE AG 25.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR7
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.82
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 0.79
Historic volatility: 0.24
Parity: 0.47
Time value: 0.04
Break-even: 30.10
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.59
Theta: 0.00
Omega: 3.41
Rho: 0.04
 

Quote data

Open: 0.511
High: 0.511
Low: 0.511
Previous Close: 0.521
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -11.28%
1 Month
  -35.23%
3 Months
  -62.70%
YTD
  -21.38%
1 Year  
+8.72%
3 Years     -
5 Years     -
1W High / 1W Low: 0.716 0.521
1M High / 1M Low: 0.914 0.521
6M High / 6M Low: 1.480 0.521
High (YTD): 8/12/2021 1.480
Low (YTD): 11/26/2021 0.521
52W High: 8/12/2021 1.480
52W Low: 11/30/2020 0.460
Avg. price 1W:   0.621
Avg. volume 1W:   0.000
Avg. price 1M:   0.729
Avg. volume 1M:   0.000
Avg. price 6M:   1.001
Avg. volume 6M:   13.178
Avg. price 1Y:   0.960
Avg. volume 1Y:   818.548
Volatility 1M:   146.06%
Volatility 6M:   95.12%
Volatility 1Y:   88.62%
Volatility 3Y:   -