1/22/2020  11:45:59 AM Chg.+0.01 Bid11:45:59 AM Ask11:45:59 AM Underlying Strike price Expiration date Option type
1.04EUR +0.97% 1.04
Bid Size: -
1.07
Ask Size: -
MAYR-MELNHOF KARTON ... 120.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCF
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.17
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 0.52
Historic volatility: 0.15
Parity: 0.90
Time value: 0.16
Break-even: 130.60
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 2.83%
Delta: 0.54
Theta: -0.02
Omega: 6.56
Rho: 0.09
 

Quote data

Open: 1.04
High: 1.05
Low: 1.04
Previous Close: 1.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+85.71%
3 Months  
+246.67%
YTD  
+116.67%
1 Year  
+28.40%
3 Years     -
5 Years     -
1W High / 1W Low: 1.04 0.78
1M High / 1M Low: 1.04 0.48
6M High / 6M Low: 1.04 0.23
High (YTD): 1/20/2020 1.04
Low (YTD): 1/7/2020 0.55
52W High: 1/20/2020 1.04
52W Low: 10/7/2019 0.23
Avg. price 1W:   0.91
Avg. volume 1W:   0.00
Avg. price 1M:   0.70
Avg. volume 1M:   0.00
Avg. price 6M:   0.44
Avg. volume 6M:   0.00
Avg. price 1Y:   0.56
Avg. volume 1Y:   0.00
Volatility 1M:   138.50%
Volatility 6M:   143.78%
Volatility 1Y:   126.09%
Volatility 3Y:   -