RCB Call 110 MMK 18.09.2020/  AT0000A26J77  /

EUWAX
9/16/2019  9:17:20 AM Chg.+0.040 Bid9:54:30 AM Ask9:54:30 AM Underlying Strike price Expiration date Option type
0.820EUR +5.13% 0.790
Bid Size: 11,000
0.820
Ask Size: 11,000
MAYR-MELNHOF KARTON ... 110.00 EUR 9/18/2020 Call

Master data

WKN: RC0TPQ
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 9/18/2020
Issue date: 2/25/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.16
Parity: -0.08
Time value: 0.86
Break-even: 118.60
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 3.49%
Delta: 0.29
Theta: 0.00
Omega: 3.74
Rho: 0.24
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.59%
1 Month  
+5.13%
3 Months
  -26.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.680
1M High / 1M Low: 0.810 0.670
6M High / 6M Low: 1.500 0.670
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.742
Avg. volume 1M:   0.000
Avg. price 6M:   1.085
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.32%
Volatility 6M:   85.08%
Volatility 1Y:   -
Volatility 3Y:   -