RCB Call/voestalpine 20-22/  AT0000A2JVF2  /

Wien OS
1/28/2022  9:15:06 AM Chg.-0.002 Bid5:29:10 PM Ask5:29:10 PM Underlying Strike price Expiration date Option type
0.201EUR -0.99% -
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: 13.51
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.11
Implied volatility: 0.62
Historic volatility: 0.25
Parity: 0.11
Time value: 0.11
Break-even: 31.23
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 4.48%
Delta: 0.48
Theta: -0.01
Omega: 6.46
Rho: 0.02
 

Quote data

Open: 0.201
High: 0.201
Low: 0.201
Previous Close: 0.203
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -47.11%
1 Month
  -47.79%
3 Months
  -52.26%
YTD
  -48.06%
1 Year
  -59.80%
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.199
1M High / 1M Low: 0.606 0.199
6M High / 6M Low: 1.110 0.199
High (YTD): 1/13/2022 0.606
Low (YTD): 1/26/2022 0.199
52W High: 8/12/2021 1.110
52W Low: 1/26/2022 0.199
Avg. price 1W:   0.240
Avg. volume 1W:   1,400
Avg. price 1M:   0.432
Avg. volume 1M:   318.182
Avg. price 6M:   0.558
Avg. volume 6M:   104.651
Avg. price 1Y:   0.645
Avg. volume 1Y:   53.785
Volatility 1M:   205.80%
Volatility 6M:   158.98%
Volatility 1Y:   129.64%
Volatility 3Y:   -