RCB Call 100 MMK 20.03.2020/  AT0000A22TW3  /

EUWAX
1/22/2020  9:18:31 AM Chg.+0.08 Bid5:29:44 PM Ask5:29:44 PM Underlying Strike price Expiration date Option type
2.92EUR +2.82% 2.82
Bid Size: 11,000
2.85
Ask Size: 11,000
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: 4.42
Leverage: Yes

Calculated values

Fair value: 2.90
Intrinsic value: 2.90
Implied volatility: 0.88
Historic volatility: 0.15
Parity: 2.90
Time value: 0.02
Break-even: 129.20
Moneyness: 1.29
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 1.03%
Delta: 0.76
Theta: -0.04
Omega: 3.34
Rho: 0.11
 

Quote data

Open: 2.92
High: 2.92
Low: 2.92
Previous Close: 2.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.33%
1 Month  
+38.39%
3 Months  
+119.55%
YTD  
+38.39%
1 Year  
+52.08%
3 Years     -
5 Years     -
1W High / 1W Low: 2.87 2.51
1M High / 1M Low: 2.87 1.97
6M High / 6M Low: 2.87 1.00
High (YTD): 1/20/2020 2.87
Low (YTD): 1/2/2020 1.98
52W High: 1/20/2020 2.87
52W Low: 8/28/2019 1.00
Avg. price 1W:   2.70
Avg. volume 1W:   0.00
Avg. price 1M:   2.36
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   1.66
Avg. volume 1Y:   0.00
Volatility 1M:   68.63%
Volatility 6M:   82.50%
Volatility 1Y:   80.19%
Volatility 3Y:   -