10/16/2019  7:59:59 PM Chg.+0.04 Bid7:59:59 PM Ask7:59:59 PM Underlying Strike price Expiration date Option type
1.28EUR +3.23% 1.28
Bid Size: -
1.31
Ask Size: -
MAYR-MELNHOF KARTON ... 100.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCD
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.71
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 0.59
Historic volatility: 0.16
Parity: 1.06
Time value: 0.21
Break-even: 112.70
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 2.36%
Delta: 0.48
Theta: 0.00
Omega: 4.14
Rho: 0.17
 

Quote data

Open: 1.30
High: 1.31
Low: 1.22
Previous Close: 1.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month  
+13.27%
3 Months
  -12.33%
YTD
  -9.22%
1 Year
  -5.88%
3 Years     -
5 Years     -
1W High / 1W Low: 1.25 1.16
1M High / 1M Low: 1.29 1.07
6M High / 6M Low: 1.94 1.00
High (YTD): 3/12/2019 2.12
Low (YTD): 9/4/2019 1.00
52W High: 3/12/2019 2.12
52W Low: 9/4/2019 1.00
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   1.43
Avg. volume 6M:   0.00
Avg. price 1Y:   1.59
Avg. volume 1Y:   0.00
Volatility 1M:   88.28%
Volatility 6M:   77.94%
Volatility 1Y:   78.51%
Volatility 3Y:   -