1/22/2020  12:11:20 PM Chg.+0.15 Bid12:11:20 PM Ask12:11:20 PM Underlying Strike price Expiration date Option type
4.65EUR +3.33% 4.65
Bid Size: -
4.75
Ask Size: -
ATX 3,600.00 XXP 3/20/2020 Put

Master data

WKN: RC0Q8Z
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Put
Strike price: 3,600.00 XXP
Maturity: 3/20/2020
Issue date: 8/22/2018
Last trading day: 3/19/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -6.87
Leverage: Yes

Calculated values

Fair value: 7.16
Intrinsic value: 4.41
Implied volatility: -
Historic volatility: 0.13
Parity: 4.41
Time value: 0.19
Break-even: 3,140.00
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.10
Spread %: 2.17%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.46
High: 4.65
Low: 4.42
Previous Close: 4.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.92%
1 Month  
+12.59%
3 Months
  -12.59%
YTD  
+10.45%
1 Year
  -45.10%
3 Years     -
5 Years     -
1W High / 1W Low: 4.50 4.35
1M High / 1M Low: 4.50 3.90
6M High / 6M Low: 8.05 3.90
High (YTD): 1/21/2020 4.50
Low (YTD): 1/2/2020 3.90
52W High: 1/23/2019 8.53
52W Low: 1/2/2020 3.90
Avg. price 1W:   4.40
Avg. volume 1W:   0.00
Avg. price 1M:   4.17
Avg. volume 1M:   0.00
Avg. price 6M:   5.70
Avg. volume 6M:   0.00
Avg. price 1Y:   6.40
Avg. volume 1Y:   0.00
Volatility 1M:   49.66%
Volatility 6M:   58.11%
Volatility 1Y:   53.19%
Volatility 3Y:   -