RCB Call 19 T1L 18.09.2020/  AT0000A26G62  /

EUWAX
7/13/2020  9:16:31 AM Chg.-0.001 Bid5:29:50 PM Ask- Underlying Strike price Expiration date Option type
0.018EUR -5.26% 0.008
Bid Size: 10,000
-
Ask Size: -
S IMMO AG 19.00 EUR 9/18/2020 Call

Master data

WKN: RC0TM3
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 19.00 EUR
Maturity: 9/18/2020
Issue date: 2/19/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.29
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.14
Historic volatility: 0.39
Parity: -0.20
Time value: 0.21
Break-even: 21.05
Moneyness: 0.89
Premium: 0.24
Premium p.a.: 2.20
Spread abs.: 0.19
Spread %: 90.73%
Delta: 0.43
Theta: -0.02
Omega: 3.59
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.019
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1700.00%
1 Month  
+1700.00%
3 Months
  -60.00%
YTD
  -95.26%
1 Year
  -92.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.019 0.001
1M High / 1M Low: 0.019 0.001
6M High / 6M Low: 0.800 0.001
High (YTD): 3/5/2020 0.800
Low (YTD): 7/8/2020 0.001
52W High: 3/5/2020 0.800
52W Low: 7/8/2020 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   160
Avg. price 1Y:   0.250
Avg. volume 1Y:   81.301
Volatility 1M:   1,889.38%
Volatility 6M:   4,219.73%
Volatility 1Y:   2,989.13%
Volatility 3Y:   -