RCB Call 110 MMK 20.03.2020/  AT0000A22TX1  /

EUWAX
1/22/2020  9:18:31 AM Chg.+0.07 Bid5:29:44 PM Ask5:29:44 PM Underlying Strike price Expiration date Option type
1.93EUR +3.76% 1.83
Bid Size: 11,000
1.86
Ask Size: 11,000
MAYR-MELNHOF KARTON ... 110.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCE
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.65
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.90
Implied volatility: 0.69
Historic volatility: 0.15
Parity: 1.90
Time value: 0.04
Break-even: 129.40
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 1.55%
Delta: 0.67
Theta: -0.02
Omega: 4.48
Rho: 0.11
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 1.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.52%
1 Month  
+55.65%
3 Months  
+171.83%
YTD  
+58.20%
1 Year  
+48.46%
3 Years     -
5 Years     -
1W High / 1W Low: 1.88 1.55
1M High / 1M Low: 1.88 1.11
6M High / 6M Low: 1.88 0.52
High (YTD): 1/20/2020 1.88
Low (YTD): 1/2/2020 1.11
52W High: 1/20/2020 1.88
52W Low: 10/8/2019 0.52
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   0.91
Avg. volume 6M:   0.00
Avg. price 1Y:   1.02
Avg. volume 1Y:   40.65
Volatility 1M:   101.35%
Volatility 6M:   109.64%
Volatility 1Y:   101.43%
Volatility 3Y:   -