RCB Call 17 T1L 18.09.2020/  AT0000A26G54  /

Frankfurt Zertifikate
7/7/2020  1:13:51 PM Chg.-0.027 Bid5:28:57 PM Ask5:28:57 PM Underlying Strike price Expiration date Option type
0.021EUR -56.25% 0.018
Bid Size: 10,000
0.048
Ask Size: 10,000
S IMMO AG 17.00 EUR 9/18/2020 Call

Master data

WKN: RC0TM2
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 17.00 EUR
Maturity: 9/18/2020
Issue date: 2/19/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.95
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.39
Parity: -0.08
Time value: 0.07
Break-even: 17.65
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 46.15%
Delta: 0.30
Theta: 0.00
Omega: 7.57
Rho: 0.01
 

Quote data

Open: 0.032
High: 0.032
Low: 0.021
Previous Close: 0.048
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -51.16%
1 Month
  -73.42%
3 Months
  -80.91%
YTD
  -96.25%
1 Year
  -93.64%
3 Years     -
5 Years     -
1W High / 1W Low: 0.048 0.035
1M High / 1M Low: 0.086 0.019
6M High / 6M Low: 1.010 0.005
High (YTD): 3/4/2020 1.010
Low (YTD): 3/19/2020 0.005
52W High: 3/4/2020 1.010
52W Low: 3/19/2020 0.005
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.317
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   616.02%
Volatility 6M:   684.24%
Volatility 1Y:   484.82%
Volatility 3Y:   -