RCB Call 120 MMK 20.03.2020/  AT0000A22TY9  /

EUWAX
1/24/2020  9:16:25 AM Chg.+0.010 Bid5:06:53 PM Ask5:06:53 PM Underlying Strike price Expiration date Option type
0.940EUR +1.08% 0.910
Bid Size: 11,000
0.940
Ask Size: 11,000
MAYR-MELNHOF KARTON ... 120.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCF
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.89
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.78
Implied volatility: 0.49
Historic volatility: 0.15
Parity: 0.78
Time value: 0.14
Break-even: 129.20
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 3.26%
Delta: 0.52
Theta: -0.01
Omega: 7.23
Rho: 0.09
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month  
+88.00%
3 Months  
+213.33%
YTD  
+67.86%
1 Year  
+27.03%
3 Years     -
5 Years     -
1W High / 1W Low: 1.040 0.930
1M High / 1M Low: 1.040 0.480
6M High / 6M Low: 1.040 0.220
High (YTD): 1/22/2020 1.040
Low (YTD): 1/2/2020 0.480
52W High: 1/22/2020 1.040
52W Low: 10/8/2019 0.220
Avg. price 1W:   0.982
Avg. volume 1W:   0.000
Avg. price 1M:   0.749
Avg. volume 1M:   0.000
Avg. price 6M:   0.452
Avg. volume 6M:   0.000
Avg. price 1Y:   0.571
Avg. volume 1Y:   0.000
Volatility 1M:   162.46%
Volatility 6M:   146.67%
Volatility 1Y:   130.00%
Volatility 3Y:   -