RCB Call 19 T1L 18.09.2020/  AT0000A26G62  /

EUWAX
7/6/2020  9:16:02 AM Chg.0.000 Bid7/6/2020 Ask- Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
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: 7.91
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.22
Historic volatility: 0.39
Parity: -0.28
Time value: 0.21
Break-even: 21.05
Moneyness: 0.85
Premium: 0.30
Premium p.a.: 2.62
Spread abs.: 0.20
Spread %: 99.51%
Delta: 0.42
Theta: -0.02
Omega: 3.33
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -95.24%
3 Months
  -97.56%
YTD
  -99.74%
1 Year
  -99.52%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.018 0.001
6M High / 6M Low: 0.800 0.001
High (YTD): 3/5/2020 0.800
Low (YTD): 7/3/2020 0.001
52W High: 3/5/2020 0.800
52W Low: 7/3/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   160
Avg. price 1Y:   0.255
Avg. volume 1Y:   81.633
Volatility 1M:   1,040.38%
Volatility 6M:   4,176.21%
Volatility 1Y:   2,954.05%
Volatility 3Y:   -