RCB Put 40 BG 17.09.2021/  AT0000A2PMF8  /

EUWAX
7/23/2021  9:21:43 AM Chg.-0.010 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.050EUR -16.67% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 40.00 EUR 9/17/2021 Put

Master data

WKN: RC02X1
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 9/17/2021
Issue date: 2/11/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -76.67
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.33
Parity: -0.60
Time value: 0.06
Break-even: 39.40
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 1.43
Spread abs.: 0.02
Spread %: 33.33%
Delta: -0.24
Theta: -0.03
Omega: -18.67
Rho: -0.02
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -16.67%
3 Months
  -82.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.050
1M High / 1M Low: 0.100 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -