RCB Call/voestalpine 20-22/  AT0000A2MK39  /

Wien OS
1/18/2022  9:15:05 AM Chg.-0.018 Bid5:18:23 PM Ask5:18:23 PM Underlying Strike price Expiration date Option type
0.121EUR -12.95% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 35.00 EUR 3/18/2022 Call

Master data

WKN: RC01CG
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 3/18/2022
Issue date: 12/21/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.66
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.24
Parity: -0.06
Time value: 0.15
Break-even: 36.52
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 6.58%
Delta: 0.35
Theta: -0.01
Omega: 7.83
Rho: 0.02
 

Quote data

Open: 0.121
High: 0.121
Low: 0.121
Previous Close: 0.139
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.97%
1 Month  
+70.42%
3 Months
  -30.86%
YTD  
+44.05%
1 Year
  -58.28%
3 Years     -
5 Years     -
1W High / 1W Low: 0.176 0.139
1M High / 1M Low: 0.176 0.047
6M High / 6M Low: 0.636 0.040
High (YTD): 1/13/2022 0.176
Low (YTD): 1/3/2022 0.087
52W High: 8/12/2021 0.636
52W Low: 11/30/2021 0.040
Avg. price 1W:   0.157
Avg. volume 1W:   800
Avg. price 1M:   0.107
Avg. volume 1M:   210.526
Avg. price 6M:   0.243
Avg. volume 6M:   1,231.250
Avg. price 1Y:   0.318
Avg. volume 1Y:   668.327
Volatility 1M:   184.25%
Volatility 6M:   246.74%
Volatility 1Y:   195.10%
Volatility 3Y:   -