RCB Call/voestalpine 20-22/  AT0000A2JVE5  /

Wien OS
12/7/2021  9:15:05 AM Chg.+0.056 Bid4:43:40 PM Ask4:43:40 PM Underlying Strike price Expiration date Option type
0.436EUR +14.74% 0.480
Bid Size: 10,000
0.490
Ask Size: 10,000
VOESTALPINE AG 27.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR8
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.18
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.34
Implied volatility: 0.75
Historic volatility: 0.24
Parity: 0.34
Time value: 0.09
Break-even: 31.23
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.36%
Delta: 0.54
Theta: 0.00
Omega: 3.86
Rho: 0.03
 

Quote data

Open: 0.436
High: 0.436
Low: 0.436
Previous Close: 0.380
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+29.76%
1 Month
  -29.79%
3 Months
  -60.36%
YTD
  -17.74%
1 Year  
+1.40%
3 Years     -
5 Years     -
1W High / 1W Low: 0.408 0.336
1M High / 1M Low: 0.732 0.336
6M High / 6M Low: 1.290 0.336
High (YTD): 8/12/2021 1.290
Low (YTD): 11/30/2021 0.336
52W High: 8/12/2021 1.290
52W Low: 11/30/2021 0.336
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.482
Avg. volume 1M:   95.238
Avg. price 6M:   0.798
Avg. volume 6M:   15.385
Avg. price 1Y:   0.801
Avg. volume 1Y:   8.032
Volatility 1M:   198.06%
Volatility 6M:   114.27%
Volatility 1Y:   102.57%
Volatility 3Y:   -