RCB Call 3500 ATX 20.03.2020/  AT0000A22Q72  /

EUWAX
1/23/2020  9:16:54 AM Chg.-0.022 Bid9:45:03 AM Ask9:26:18 AM Underlying Strike price Expiration date Option type
0.038EUR -36.67% 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: 242.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.13
Parity: -3.45
Time value: 0.13
Break-even: 3,513.00
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.99
Spread abs.: 0.08
Spread %: 60.00%
Delta: 0.08
Theta: -0.19
Omega: 19.23
Rho: 0.37
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.24%
1 Month
  -86.90%
3 Months
  -92.55%
YTD
  -81.90%
1 Year
  -95.31%
3 Years     -
5 Years     -
1W High / 1W Low: 0.095 0.050
1M High / 1M Low: 0.350 0.050
6M High / 6M Low: 0.660 0.050
High (YTD): 1/2/2020 0.230
Low (YTD): 1/21/2020 0.050
52W High: 4/24/2019 1.210
52W Low: 1/21/2020 0.050
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.352
Avg. volume 6M:   0.000
Avg. price 1Y:   0.506
Avg. volume 1Y:   0.000
Volatility 1M:   293.29%
Volatility 6M:   256.80%
Volatility 1Y:   215.74%
Volatility 3Y:   -