1/17/2020  7:59:44 PM Chg.+0.09 Bid7:59:44 PM Ask7:59:44 PM Underlying Strike price Expiration date Option type
0.90EUR +11.11% 0.90
Bid Size: -
0.93
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: 15.05
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.64
Implied volatility: 0.47
Historic volatility: 0.15
Parity: 0.64
Time value: 0.20
Break-even: 128.40
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 3.57%
Delta: 0.48
Theta: -0.01
Omega: 7.29
Rho: 0.09
 

Quote data

Open: 0.89
High: 0.92
Low: 0.82
Previous Close: 0.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.88%
1 Month  
+73.08%
3 Months  
+190.32%
YTD  
+87.50%
1 Year  
+9.76%
3 Years     -
5 Years     -
1W High / 1W Low: 0.81 0.72
1M High / 1M Low: 0.81 0.48
6M High / 6M Low: 0.81 0.23
High (YTD): 1/16/2020 0.81
Low (YTD): 1/7/2020 0.55
52W High: 3/12/2019 0.95
52W Low: 10/7/2019 0.23
Avg. price 1W:   0.77
Avg. volume 1W:   0.00
Avg. price 1M:   0.62
Avg. volume 1M:   0.00
Avg. price 6M:   0.43
Avg. volume 6M:   0.00
Avg. price 1Y:   0.56
Avg. volume 1Y:   0.00
Volatility 1M:   136.67%
Volatility 6M:   142.43%
Volatility 1Y:   124.89%
Volatility 3Y:   -