8/16/2019  7:59:58 PM Chg.-0.020 Bid7:59:58 PM Ask7:59:58 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: -
0.150
Ask Size: -
MAYR-MELNHOF KARTON ... 130.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCG
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 71.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.17
Parity: -2.32
Time value: 0.15
Break-even: 131.50
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.11
Theta: 0.00
Omega: 7.59
Rho: 0.06
 

Quote data

Open: 0.150
High: 0.150
Low: 0.110
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -53.85%
3 Months
  -70.00%
YTD
  -65.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.120
1M High / 1M Low: 0.310 0.120
6M High / 6M Low: 0.600 0.120
High (YTD): 3/12/2019 0.600
Low (YTD): 8/16/2019 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.24%
Volatility 6M:   130.10%
Volatility 1Y:   -
Volatility 3Y:   -