RCB Call/voestalpine 20-22/  AT0000A2JVE5  /

Wien OS
1/27/2022  9:15:05 AM Chg.+0.005 Bid5:29:38 PM Ask5:29:38 PM Underlying Strike price Expiration date Option type
0.354EUR +1.43% -
Bid Size: -
-
Ask Size: -
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: 7.78
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 0.77
Historic volatility: 0.25
Parity: 0.32
Time value: 0.07
Break-even: 30.88
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.58%
Delta: 0.60
Theta: -0.01
Omega: 4.70
Rho: 0.02
 

Quote data

Open: 0.354
High: 0.354
Low: 0.354
Previous Close: 0.349
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.28%
1 Month
  -32.18%
3 Months
  -41.20%
YTD
  -37.35%
1 Year
  -34.44%
3 Years     -
5 Years     -
1W High / 1W Low: 0.712 0.349
1M High / 1M Low: 0.799 0.349
6M High / 6M Low: 1.290 0.336
High (YTD): 1/13/2022 0.799
Low (YTD): 1/26/2022 0.349
52W High: 8/12/2021 1.290
52W Low: 11/30/2021 0.336
Avg. price 1W:   0.469
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   0.722
Avg. volume 6M:   15.504
Avg. price 1Y:   0.799
Avg. volume 1Y:   7.968
Volatility 1M:   157.03%
Volatility 6M:   130.60%
Volatility 1Y:   109.68%
Volatility 3Y:   -