RCB Call 120 MMK 20.03.2020/  AT0000A22TY9  /

Frankfurt Zertifikate
1/28/2020  1:14:12 PM Chg.-0.150 Bid5:05:49 PM Ask5:05:49 PM Underlying Strike price Expiration date Option type
0.720EUR -17.24% 0.720
Bid Size: 10,000
0.750
Ask Size: 10,000
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: 14.55
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 0.49
Historic volatility: 0.15
Parity: 0.66
Time value: 0.21
Break-even: 128.70
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 3.45%
Delta: 0.51
Theta: -0.02
Omega: 7.47
Rho: 0.08
 

Quote data

Open: 0.770
High: 0.770
Low: 0.720
Previous Close: 0.870
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -25.77%
1 Month  
+33.33%
3 Months  
+111.76%
YTD  
+38.46%
1 Year
  -2.70%
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.870
1M High / 1M Low: 1.010 0.520
6M High / 6M Low: 1.010 0.220
High (YTD): 1/20/2020 1.010
Low (YTD): 1/2/2020 0.520
52W High: 1/20/2020 1.010
52W Low: 9/5/2019 0.220
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   0.768
Avg. volume 1M:   0.000
Avg. price 6M:   0.452
Avg. volume 6M:   0.000
Avg. price 1Y:   0.569
Avg. volume 1Y:   0.000
Volatility 1M:   155.19%
Volatility 6M:   160.58%
Volatility 1Y:   131.06%
Volatility 3Y:   -