1/21/2022  9:41:15 AM Chg.-0.09 Bid9:41:15 AM Ask9:41:15 AM Underlying Strike price Expiration date Option type
0.94EUR -8.74% 0.94
Bid Size: -
0.95
Ask Size: -
VOESTALPINE AG 23.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR6
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 23.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.07
Implied volatility: 1.19
Historic volatility: 0.24
Parity: 1.07
Time value: 0.01
Break-even: 33.80
Moneyness: 1.47
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.81
Theta: -0.01
Omega: 2.51
Rho: 0.03
 

Quote data

Open: 1.03
High: 1.03
Low: 0.92
Previous Close: 1.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month  
+9.30%
3 Months  
+8.05%
YTD  
+3.30%
1 Year
  -6.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.13 1.03
1M High / 1M Low: 1.18 0.86
6M High / 6M Low: 1.73 0.67
High (YTD): 1/13/2022 1.18
Low (YTD): 1/3/2022 0.95
52W High: 8/13/2021 1.73
52W Low: 11/29/2021 0.67
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   1.10
Avg. volume 6M:   0.00
Avg. price 1Y:   1.15
Avg. volume 1Y:   0.00
Volatility 1M:   59.03%
Volatility 6M:   86.09%
Volatility 1Y:   79.81%
Volatility 3Y:   -