RCB Call 3500 ATX 20.03.2020/  AT0000A22Q72  /

EUWAX
1/24/2020  9:16:19 AM Chg.+0.010 Bid5:28:50 PM Ask5:23:27 PM Underlying Strike price Expiration date Option type
0.048EUR +26.32% 0.042
Bid Size: 11,000
0.120
Ask Size: 11,000
ATX 3,500.00 XXP 3/20/2020 Call

Master data

WKN: RC0Q8Q
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,500.00 XXP
Maturity: 3/20/2020
Issue date: 8/22/2018
Last trading day: 3/19/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 283.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.13
Parity: -3.78
Time value: 0.11
Break-even: 3,511.00
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 1.15
Spread abs.: 0.08
Spread %: 75.45%
Delta: 0.07
Theta: -0.19
Omega: 19.68
Rho: 0.32
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.038
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.47%
1 Month
  -83.45%
3 Months
  -92.38%
YTD
  -77.14%
1 Year
  -94.15%
3 Years     -
5 Years     -
1W High / 1W Low: 0.095 0.038
1M High / 1M Low: 0.350 0.038
6M High / 6M Low: 0.660 0.038
High (YTD): 1/2/2020 0.230
Low (YTD): 1/23/2020 0.038
52W High: 4/24/2019 1.210
52W Low: 1/23/2020 0.038
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   0.503
Avg. volume 1Y:   0.000
Volatility 1M:   314.93%
Volatility 6M:   261.05%
Volatility 1Y:   218.70%
Volatility 3Y:   -