RCB Call/voestalpine 20-22/  AT0000A2MK21  /

Wien OS
1/17/2022  9:15:05 AM Chg.-0.035 Bid12:53:00 PM Ask12:53:00 PM Underlying Strike price Expiration date Option type
0.239EUR -12.77% 0.245
Bid Size: 10,000
0.255
Ask Size: 10,000
VOESTALPINE AG 33.00 EUR 3/18/2022 Call

Master data

WKN: RC01CF
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 3/18/2022
Issue date: 12/21/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.60
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.10
Implied volatility: 0.58
Historic volatility: 0.24
Parity: 0.10
Time value: 0.13
Break-even: 35.33
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 4.29%
Delta: 0.44
Theta: -0.01
Omega: 6.46
Rho: 0.02
 

Quote data

Open: 0.239
High: 0.239
Low: 0.239
Previous Close: 0.274
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+16.02%
1 Month  
+88.19%
3 Months
  -11.48%
YTD  
+58.28%
1 Year
  -20.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.287 0.206
1M High / 1M Low: 0.287 0.092
6M High / 6M Low: 0.777 0.077
High (YTD): 1/13/2022 0.287
Low (YTD): 1/3/2022 0.157
52W High: 8/12/2021 0.777
52W Low: 11/30/2021 0.077
Avg. price 1W:   0.255
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   165.354
Avg. price 1Y:   0.409
Avg. volume 1Y:   276
Volatility 1M:   181.94%
Volatility 6M:   195.16%
Volatility 1Y:   159.19%
Volatility 3Y:   -