9/18/2019  3:56:02 PM Chg.+0.03 Bid3:56:02 PM Ask3:56:02 PM Underlying Strike price Expiration date Option type
1.15EUR +2.68% 1.15
Bid Size: -
1.18
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: 9.37
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.78
Implied volatility: 0.58
Historic volatility: 0.16
Parity: 0.78
Time value: 0.37
Break-even: 111.50
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 2.61%
Delta: 0.44
Theta: 0.00
Omega: 4.09
Rho: 0.18
 

Quote data

Open: 1.14
High: 1.16
Low: 1.11
Previous Close: 1.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.60%
1 Month  
+5.50%
3 Months
  -23.84%
YTD
  -18.44%
1 Year
  -26.75%
3 Years     -
5 Years     -
1W High / 1W Low: 1.24 1.11
1M High / 1M Low: 1.24 1.00
6M High / 6M Low: 2.10 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:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.51
Avg. volume 6M:   0.00
Avg. price 1Y:   1.62
Avg. volume 1Y:   0.00
Volatility 1M:   85.55%
Volatility 6M:   77.64%
Volatility 1Y:   78.36%
Volatility 3Y:   -