RCB Call 110 MMK 20.09.2019/  AT0000A21XX5  /

Frankfurt Zertifikate
7/16/2019  1:13:40 PM Chg.-0.010 Bid2:16:11 PM Ask2:16:11 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% 0.460
Bid Size: 5,000
0.490
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: 22.65
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.10
Implied volatility: 0.41
Historic volatility: 0.17
Parity: 0.10
Time value: 0.39
Break-even: 114.90
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.39
Theta: -0.01
Omega: 8.93
Rho: 0.07
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.450
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -24.14%
3 Months
  -48.84%
YTD
  -36.23%
1 Year
  -66.41%
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.420
1M High / 1M Low: 0.610 0.420
6M High / 6M Low: 1.260 0.420
High (YTD): 3/13/2019 1.260
Low (YTD): 7/9/2019 0.420
52W High: 8/1/2018 1.370
52W Low: 7/9/2019 0.420
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.836
Avg. volume 6M:   0.000
Avg. price 1Y:   0.911
Avg. volume 1Y:   0.000
Volatility 1M:   89.48%
Volatility 6M:   115.70%
Volatility 1Y:   114.08%
Volatility 3Y:   -