RCB Call 130 MMK 20.03.2020/  AT0000A22TZ6  /

Frankfurt Zertifikate
1/27/2020  1:13:36 PM Chg.-0.040 Bid5:05:20 PM Ask5:05:20 PM Underlying Strike price Expiration date Option type
0.330EUR -10.81% 0.290
Bid Size: 10,000
0.320
Ask Size: 10,000
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: 34.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.15
Parity: -0.30
Time value: 0.37
Break-even: 133.70
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.31
Theta: -0.02
Omega: 10.73
Rho: 0.05
 

Quote data

Open: 0.270
High: 0.330
Low: 0.270
Previous Close: 0.370
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month  
+73.68%
3 Months  
+153.85%
YTD  
+94.12%
1 Year
  -29.79%
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.320
1M High / 1M Low: 0.410 0.170
6M High / 6M Low: 0.410 0.082
High (YTD): 1/20/2020 0.410
Low (YTD): 1/2/2020 0.170
52W High: 3/13/2019 0.620
52W Low: 9/5/2019 0.082
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.290
Avg. volume 1Y:   0.000
Volatility 1M:   220.99%
Volatility 6M:   224.18%
Volatility 1Y:   177.15%
Volatility 3Y:   -