RCB Call/voestalpine 20-22/  AT0000A2MK39  /

Wien OS
12/3/2021  9:15:05 AM Chg.-0.003 Bid5:29:41 PM Ask5:29:41 PM Underlying Strike price Expiration date Option type
0.055EUR -5.17% -
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: 47.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.24
Parity: -0.48
Time value: 0.06
Break-even: 35.63
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 15.87%
Delta: 0.16
Theta: 0.00
Omega: 7.76
Rho: 0.01
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.058
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.57%
1 Month
  -64.05%
3 Months
  -88.32%
YTD
  -75.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.058 0.040
1M High / 1M Low: 0.205 0.040
6M High / 6M Low: 0.636 0.040
High (YTD): 8/12/2021 0.636
Low (YTD): 11/30/2021 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   2,405
Avg. price 6M:   0.300
Avg. volume 6M:   1,190.698
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   443.59%
Volatility 6M:   224.69%
Volatility 1Y:   -
Volatility 3Y:   -