RCB Call 125 MMK 20.09.2019/  AT0000A1ZUM8  /

EUWAX
7/22/2019  9:16:12 AM Chg.+0.020 Bid5:18:36 PM Ask5:18:36 PM Underlying Strike price Expiration date Option type
0.055EUR +57.14% 0.046
Bid Size: 11,000
0.076
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: 127.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -1.28
Time value: 0.09
Break-even: 125.88
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.01
Spread abs.: 0.03
Spread %: 34.09%
Delta: 0.12
Theta: -0.01
Omega: 15.36
Rho: 0.02
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.035
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -33.73%
3 Months
  -78.00%
YTD
  -76.09%
1 Year
  -91.91%
3 Years     -
5 Years     -
1W High / 1W Low: 0.049 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:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   0.345
Avg. volume 1Y:   0.000
Volatility 1M:   317.54%
Volatility 6M:   210.37%
Volatility 1Y:   184.75%
Volatility 3Y:   -