RCB Call/voestalpine 20-22/  AT0000A2KRU7  /

Wien OS
1/18/2022  9:15:05 AM Chg.-0.031 Bid5:18:23 PM Ask5:18:23 PM Underlying Strike price Expiration date Option type
0.345EUR -8.24% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 31.00 EUR 3/18/2022 Call

Master data

WKN: RC0Z91
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 31.00 EUR
Maturity: 3/18/2022
Issue date: 10/27/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.81
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.34
Implied volatility: 0.67
Historic volatility: 0.24
Parity: 0.34
Time value: 0.05
Break-even: 34.91
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.57
Theta: -0.01
Omega: 5.06
Rho: 0.03
 

Quote data

Open: 0.345
High: 0.345
Low: 0.345
Previous Close: 0.376
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.24%
1 Month  
+63.51%
3 Months
  -4.17%
YTD  
+37.45%
1 Year
  -23.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.432 0.376
1M High / 1M Low: 0.432 0.164
6M High / 6M Low: 0.934 0.131
High (YTD): 1/13/2022 0.432
Low (YTD): 1/3/2022 0.261
52W High: 8/12/2021 0.934
52W Low: 11/30/2021 0.131
Avg. price 1W:   0.401
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   156.250
Avg. price 1Y:   0.517
Avg. volume 1Y:   254.980
Volatility 1M:   118.11%
Volatility 6M:   170.37%
Volatility 1Y:   141.25%
Volatility 3Y:   -