RCB Call 100 MMK 20.03.2020/  AT0000A22TW3  /

Frankfurt Zertifikate
9/16/2019  9:52:08 AM Chg.+0.040 Bid9:54:30 AM Ask9:54:30 AM Underlying Strike price Expiration date Option type
1.200EUR +3.45% 1.180
Bid Size: 10,000
1.210
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: 8.60
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.92
Implied volatility: 0.59
Historic volatility: 0.16
Parity: 0.92
Time value: 0.35
Break-even: 112.70
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.36%
Delta: 0.46
Theta: 0.00
Omega: 3.93
Rho: 0.19
 

Quote data

Open: 1.220
High: 1.220
Low: 1.200
Previous Close: 1.160
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+12.15%
1 Month  
+9.09%
3 Months
  -20.53%
YTD
  -14.29%
1 Year
  -22.58%
3 Years     -
5 Years     -
1W High / 1W Low: 1.160 1.050
1M High / 1M Low: 1.190 0.960
6M High / 6M Low: 2.080 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:   1.096
Avg. volume 1W:   0.000
Avg. price 1M:   1.094
Avg. volume 1M:   0.000
Avg. price 6M:   1.525
Avg. volume 6M:   0.000
Avg. price 1Y:   1.640
Avg. volume 1Y:   0.000
Volatility 1M:   90.41%
Volatility 6M:   70.86%
Volatility 1Y:   71.01%
Volatility 3Y:   -