RCB Call 125 MMK 20.09.2019/  AT0000A1ZUM8  /

EUWAX
7/23/2019  9:16:41 AM Chg.-0.015 Bid12:21:05 PM Ask12:21:05 PM Underlying Strike price Expiration date Option type
0.040EUR -27.27% 0.043
Bid Size: 11,000
0.073
Ask Size: 11,000
MAYR-MELNHOF KARTON ... 125.00 EUR 9/20/2019 Call

Master data

WKN: RC0PFC
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 9/20/2019
Issue date: 1/31/2018
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 146.84
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -1.34
Time value: 0.08
Break-even: 125.76
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.09
Spread abs.: 0.03
Spread %: 39.47%
Delta: 0.11
Theta: -0.01
Omega: 16.00
Rho: 0.02
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -51.81%
3 Months
  -86.67%
YTD
  -82.61%
1 Year
  -93.85%
3 Years     -
5 Years     -
1W High / 1W Low: 0.055 0.035
1M High / 1M Low: 0.110 0.035
6M High / 6M Low: 0.490 0.035
High (YTD): 3/13/2019 0.490
Low (YTD): 7/19/2019 0.035
52W High: 8/3/2018 0.730
52W Low: 7/19/2019 0.035
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.343
Avg. volume 1Y:   0.000
Volatility 1M:   374.20%
Volatility 6M:   225.24%
Volatility 1Y:   192.85%
Volatility 3Y:   -