1/24/2020  7:59:43 PM Chg.+0.01 Bid7:59:43 PM Ask7:59:43 PM Underlying Strike price Expiration date Option type
2.74EUR +0.37% 2.74
Bid Size: -
2.78
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: 4.57
Leverage: Yes

Calculated values

Fair value: 2.70
Intrinsic value: 2.70
Implied volatility: 0.89
Historic volatility: 0.15
Parity: 2.70
Time value: 0.08
Break-even: 127.80
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.44%
Delta: 0.75
Theta: -0.04
Omega: 3.41
Rho: 0.10
 

Quote data

Open: 2.79
High: 2.84
Low: 2.74
Previous Close: 2.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.11%
1 Month  
+39.09%
3 Months  
+94.33%
YTD  
+40.51%
1 Year  
+58.38%
3 Years     -
5 Years     -
1W High / 1W Low: 2.90 2.73
1M High / 1M Low: 2.90 1.95
6M High / 6M Low: 2.90 1.00
High (YTD): 1/20/2020 2.90
Low (YTD): 1/7/2020 2.13
52W High: 1/20/2020 2.90
52W Low: 9/4/2019 1.00
Avg. price 1W:   2.81
Avg. volume 1W:   0.00
Avg. price 1M:   2.46
Avg. volume 1M:   0.00
Avg. price 6M:   1.61
Avg. volume 6M:   0.00
Avg. price 1Y:   1.66
Avg. volume 1Y:   0.00
Volatility 1M:   69.22%
Volatility 6M:   79.90%
Volatility 1Y:   77.07%
Volatility 3Y:   -