8/7/2020  2:30:37 PM Chg.0.000 Bid2:30:37 PM Ask2:30:37 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.150
Bid Size: -
0.170
Ask Size: -
S IMMO AG 16.00 - 9/17/2021 Call

Master data

WKN: RC0YQT
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 9/17/2021
Issue date: 4/24/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.88
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.40
Parity: -0.09
Time value: 0.17
Break-even: 17.70
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 11.76%
Delta: 0.32
Theta: 0.00
Omega: 2.88
Rho: 0.04
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -21.05%
3 Months
  -28.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -