RCB Call 3600 ATX 20.03.2020/  AT0000A22Q80  /

EUWAX
1/27/2020  9:16:36 AM Chg.-0.015 Bid12:03:23 PM Ask12:03:23 PM Underlying Strike price Expiration date Option type
0.001EUR -93.75% 0.001
Bid Size: 11,000
0.061
Ask Size: 11,000
ATX 3,600.00 XXP 3/20/2020 Call

Master data

WKN: RC0Q8R
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,600.00 XXP
Maturity: 3/20/2020
Issue date: 8/22/2018
Last trading day: 3/19/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 436.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.13
Parity: -4.55
Time value: 0.07
Break-even: 3,607.20
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 1.57
Spread abs.: 0.06
Spread %: 83.33%
Delta: 0.05
Theta: -0.17
Omega: 21.42
Rho: 0.21
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -97.06%
1 Month
  -99.52%
3 Months
  -99.78%
YTD
  -99.23%
1 Year
  -99.84%
3 Years     -
5 Years     -
1W High / 1W Low: 0.034 0.011
1M High / 1M Low: 0.210 0.011
6M High / 6M Low: 0.490 0.011
High (YTD): 1/2/2020 0.140
Low (YTD): 1/23/2020 0.011
52W High: 4/24/2019 0.940
52W Low: 1/23/2020 0.011
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   0.368
Avg. volume 1Y:   0.000
Volatility 1M:   414.44%
Volatility 6M:   300.50%
Volatility 1Y:   244.82%
Volatility 3Y:   -