RCB Call 110 MMK 20.09.2019/  AT0000A21XX5  /

EUWAX
7/19/2019  9:16:53 AM Chg.-0.030 Bid4:39:06 PM Ask4:39:06 PM Underlying Strike price Expiration date Option type
0.420EUR -6.67% 0.530
Bid Size: 5,500
0.560
Ask Size: 5,500
MAYR-MELNHOF KARTON ... 110.00 EUR 9/20/2019 Call

Master data

WKN: RC0QN4
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 9/20/2019
Issue date: 6/28/2018
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.04
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.22
Implied volatility: 0.43
Historic volatility: 0.17
Parity: 0.22
Time value: 0.34
Break-even: 115.60
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 5.36%
Delta: 0.43
Theta: -0.02
Omega: 8.55
Rho: 0.07
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -19.23%
3 Months
  -47.50%
YTD
  -35.38%
1 Year
  -67.19%
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.420
1M High / 1M Low: 0.620 0.390
6M High / 6M Low: 1.280 0.390
High (YTD): 3/13/2019 1.280
Low (YTD): 7/8/2019 0.390
52W High: 8/3/2018 1.370
52W Low: 7/8/2019 0.390
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.479
Avg. volume 1M:   0.000
Avg. price 6M:   0.824
Avg. volume 6M:   0.000
Avg. price 1Y:   0.901
Avg. volume 1Y:   0.000
Volatility 1M:   162.15%
Volatility 6M:   135.45%
Volatility 1Y:   126.86%
Volatility 3Y:   -