RCB Call 110 MMK 20.03.2020/  AT0000A22TX1  /

EUWAX
9/16/2019  9:17:12 AM Chg.+0.040 Bid5:12:44 PM Ask5:12:44 PM Underlying Strike price Expiration date Option type
0.660EUR +6.45% 0.600
Bid Size: 11,000
0.630
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: 15.60
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.16
Parity: -0.08
Time value: 0.70
Break-even: 117.00
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 4.29%
Delta: 0.32
Theta: 0.00
Omega: 5.06
Rho: 0.14
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.53%
1 Month  
+6.45%
3 Months
  -32.65%
YTD
  -24.14%
1 Year
  -40.54%
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 0.530
1M High / 1M Low: 0.650 0.530
6M High / 6M Low: 1.380 0.530
High (YTD): 3/13/2019 1.480
Low (YTD): 9/9/2019 0.530
52W High: 3/13/2019 1.480
52W Low: 9/9/2019 0.530
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.588
Avg. volume 1M:   0.000
Avg. price 6M:   0.952
Avg. volume 6M:   0.000
Avg. price 1Y:   1.063
Avg. volume 1Y:   81.633
Volatility 1M:   89.56%
Volatility 6M:   96.46%
Volatility 1Y:   97.01%
Volatility 3Y:   -