RCB Call 120 MMK 20.09.2019/  AT0000A1ZUL0  /

EUWAX
7/16/2019  9:16:45 AM Chg.-0.010 Bid5:24:59 PM Ask5:24:59 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.120
Bid Size: 11,000
0.150
Ask Size: 11,000
MAYR-MELNHOF KARTON ... 120.00 EUR 9/20/2019 Call

Master data

WKN: RC0PFB
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 9/20/2019
Issue date: 1/31/2018
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 74.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -0.90
Time value: 0.15
Break-even: 121.50
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.65
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.18
Theta: -0.01
Omega: 13.21
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -47.62%
3 Months
  -73.81%
YTD
  -66.67%
1 Year
  -87.36%
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.210 0.099
6M High / 6M Low: 0.690 0.099
High (YTD): 3/13/2019 0.690
Low (YTD): 7/8/2019 0.099
52W High: 8/3/2018 0.920
52W Low: 7/8/2019 0.099
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   7.943
Avg. price 1Y:   0.494
Avg. volume 1Y:   7.943
Volatility 1M:   211.67%
Volatility 6M:   176.12%
Volatility 1Y:   159.41%
Volatility 3Y:   -