1/18/2022  5:11:51 PM Chg.-0.08 Bid5:11:51 PM Ask5:11:51 PM Underlying Strike price Expiration date Option type
0.66EUR -10.81% 0.66
Bid Size: -
0.67
Ask Size: -
VOESTALPINE AG 27.00 EUR 3/18/2022 Call

Master data

WKN: RC0ZR8
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 3/18/2022
Issue date: 9/25/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.57
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.92
Historic volatility: 0.24
Parity: 0.74
Time value: 0.01
Break-even: 34.53
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.72
Theta: -0.01
Omega: 3.31
Rho: 0.03
 

Quote data

Open: 0.74
High: 0.74
Low: 0.66
Previous Close: 0.74
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+26.92%
3 Months  
+4.76%
YTD  
+20.00%
1 Year
  -4.35%
3 Years     -
5 Years     -
1W High / 1W Low: 0.79 0.71
1M High / 1M Low: 0.79 0.41
6M High / 6M Low: 1.34 0.35
High (YTD): 1/13/2022 0.79
Low (YTD): 1/3/2022 0.58
52W High: 8/13/2021 1.34
52W Low: 11/29/2021 0.35
Avg. price 1W:   0.75
Avg. volume 1W:   0.00
Avg. price 1M:   0.62
Avg. volume 1M:   0.00
Avg. price 6M:   0.74
Avg. volume 6M:   0.00
Avg. price 1Y:   0.80
Avg. volume 1Y:   0.00
Volatility 1M:   94.96%
Volatility 6M:   123.65%
Volatility 1Y:   109.15%
Volatility 3Y:   -