RCB Call/voestalpine 20-22/  AT0000A2JVF2  /

Wien OS
12/6/2021  9:15:05 AM Chg.-0.018 Bid5:28:42 PM Ask5:28:42 PM Underlying Strike price Expiration date Option type
0.252EUR -6.67% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 29.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR9
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 29.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.10
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.12
Implied volatility: 0.65
Historic volatility: 0.24
Parity: 0.12
Time value: 0.15
Break-even: 31.72
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.68%
Delta: 0.43
Theta: 0.00
Omega: 4.78
Rho: 0.03
 

Quote data

Open: 0.252
High: 0.252
Low: 0.252
Previous Close: 0.270
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -45.92%
3 Months
  -72.52%
YTD
  -41.40%
1 Year
  -23.64%
3 Years     -
5 Years     -
1W High / 1W Low: 0.275 0.218
1M High / 1M Low: 0.566 0.218
6M High / 6M Low: 1.110 0.218
High (YTD): 8/12/2021 1.110
Low (YTD): 11/30/2021 0.218
52W High: 8/12/2021 1.110
52W Low: 11/30/2021 0.218
Avg. price 1W:   0.255
Avg. volume 1W:   0.000
Avg. price 1M:   0.352
Avg. volume 1M:   325
Avg. price 6M:   0.645
Avg. volume 6M:   50.388
Avg. price 1Y:   0.658
Avg. volume 1Y:   26.210
Volatility 1M:   241.00%
Volatility 6M:   133.43%
Volatility 1Y:   116.76%
Volatility 3Y:   -