RCB Call 100 MMK 20.03.2020/  AT0000A22TW3  /

Frankfurt Zertifikate
9/23/2019  10:27:26 AM Chg.-0.080 Bid12:25:59 PM Ask12:25:59 PM Underlying Strike price Expiration date Option type
1.260EUR -5.97% 1.220
Bid Size: 10,000
1.250
Ask Size: 10,000
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: 8.48
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 1.02
Implied volatility: 0.60
Historic volatility: 0.16
Parity: 1.02
Time value: 0.28
Break-even: 113.00
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 2.31%
Delta: 0.46
Theta: 0.00
Omega: 3.93
Rho: 0.19
 

Quote data

Open: 1.210
High: 1.260
Low: 1.210
Previous Close: 1.340
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+8.62%
1 Month  
+13.51%
3 Months
  -13.70%
YTD
  -10.00%
1 Year
  -21.74%
3 Years     -
5 Years     -
1W High / 1W Low: 1.340 1.080
1M High / 1M Low: 1.340 0.960
6M High / 6M Low: 1.930 0.960
High (YTD): 3/13/2019 2.160
Low (YTD): 9/5/2019 0.960
52W High: 3/13/2019 2.160
52W Low: 9/5/2019 0.960
Avg. price 1W:   1.166
Avg. volume 1W:   0.000
Avg. price 1M:   1.101
Avg. volume 1M:   0.000
Avg. price 6M:   1.493
Avg. volume 6M:   0.000
Avg. price 1Y:   1.630
Avg. volume 1Y:   0.000
Volatility 1M:   121.92%
Volatility 6M:   77.63%
Volatility 1Y:   74.89%
Volatility 3Y:   -