RCB Call 110 MMK 20.09.2019/  AT0000A21XX5  /

Frankfurt Zertifikate
8/23/2019  1:10:43 PM Chg.-0.020 Bid5:23:58 PM Ask5:23:58 PM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.130
Bid Size: 5,000
0.160
Ask Size: 5,000
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: 56.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -0.30
Time value: 0.19
Break-even: 111.90
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.79
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.30
Theta: -0.03
Omega: 16.63
Rho: 0.02
 

Quote data

Open: 0.160
High: 0.170
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -70.83%
3 Months
  -81.08%
YTD
  -79.71%
1 Year
  -86.79%
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.630 0.140
6M High / 6M Low: 1.260 0.140
High (YTD): 3/13/2019 1.260
Low (YTD): 8/21/2019 0.140
52W High: 11/21/2018 1.290
52W Low: 8/21/2019 0.140
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   0.703
Avg. volume 6M:   0.000
Avg. price 1Y:   0.823
Avg. volume 1Y:   0.000
Volatility 1M:   217.39%
Volatility 6M:   143.66%
Volatility 1Y:   130.70%
Volatility 3Y:   -