RCB Call 130 MMK 20.03.2020/  AT0000A22TZ6  /

EUWAX
1/17/2020  3:36:39 PM Chg.+0.050 Bid3:36:40 PM Ask3:36:40 PM Underlying Strike price Expiration date Option type
0.350EUR +16.67% 0.350
Bid Size: 11,000
0.380
Ask Size: 11,000
MAYR-MELNHOF KARTON ... 130.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCG
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.58
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.15
Parity: -0.24
Time value: 0.38
Break-even: 133.80
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 7.89%
Delta: 0.31
Theta: -0.01
Omega: 10.28
Rho: 0.06
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+66.67%
3 Months  
+191.67%
YTD  
+84.21%
1 Year
  -32.69%
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.350 0.150
6M High / 6M Low: 0.350 0.074
High (YTD): 1/17/2020 0.350
Low (YTD): 1/2/2020 0.150
52W High: 3/13/2019 0.630
52W Low: 10/8/2019 0.074
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   0.295
Avg. volume 1Y:   0.000
Volatility 1M:   237.87%
Volatility 6M:   206.80%
Volatility 1Y:   173.09%
Volatility 3Y:   -