RCB Put 20 BG 17.09.2021/  AT0000A2F4T9  /

EUWAX
7/30/2021  9:18:48 AM Chg.0.000 Bid12:03:10 PM Ask12:03:10 PM Underlying Strike price Expiration date Option type
0.015EUR 0.00% 0.015
Bid Size: 10,000
0.025
Ask Size: 10,000
BAWAG GROUP AG 20.00 EUR 9/17/2021 Put

Master data

WKN: RC0XXG
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 9/17/2021
Issue date: 4/9/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -180.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.30
Historic volatility: 0.32
Parity: -2.88
Time value: 0.03
Break-even: 19.73
Moneyness: 0.41
Premium: 0.60
Premium p.a.: 31.44
Spread abs.: 0.01
Spread %: 37.04%
Delta: -0.03
Theta: -0.02
Omega: -4.63
Rho: 0.00
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.25%
3 Months
  -16.67%
YTD
  -70.00%
1 Year
  -93.75%
3 Years     -
5 Years     -
1W High / 1W Low: 0.016 0.015
1M High / 1M Low: 0.016 0.015
6M High / 6M Low: 0.053 0.003
High (YTD): 2/1/2021 0.053
Low (YTD): 4/8/2021 0.003
52W High: 8/20/2020 0.240
52W Low: 4/8/2021 0.003
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   0.076
Avg. volume 1Y:   0.000
Volatility 1M:   60.04%
Volatility 6M:   377.09%
Volatility 1Y:   279.10%
Volatility 3Y:   -