RCB Call 100 MMK 20.03.2020/  AT0000A22TW3  /

EUWAX
9/17/2019  9:17:09 AM Chg.-0.06 Bid5:27:33 PM Ask5:27:33 PM Underlying Strike price Expiration date Option type
1.16EUR -4.92% 1.12
Bid Size: 11,000
1.15
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: 9.36
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 0.57
Historic volatility: 0.16
Parity: 0.86
Time value: 0.30
Break-even: 111.60
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.59%
Delta: 0.44
Theta: 0.00
Omega: 4.14
Rho: 0.18
 

Quote data

Open: 1.16
High: 1.16
Low: 1.16
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.45%
1 Month  
+2.65%
3 Months
  -23.68%
YTD
  -14.07%
1 Year
  -25.64%
3 Years     -
5 Years     -
1W High / 1W Low: 1.22 1.10
1M High / 1M Low: 1.22 1.00
6M High / 6M Low: 2.06 1.00
High (YTD): 3/13/2019 2.18
Low (YTD): 8/28/2019 1.00
52W High: 3/13/2019 2.18
52W Low: 8/28/2019 1.00
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.53
Avg. volume 6M:   0.00
Avg. price 1Y:   1.63
Avg. volume 1Y:   0.00
Volatility 1M:   77.62%
Volatility 6M:   80.13%
Volatility 1Y:   81.48%
Volatility 3Y:   -