RCB Call 3700 ATX 20.03.2020/  AT0000A22Q98  /

EUWAX
1/27/2020  9:16:36 AM Chg.0.000 Bid12:03:23 PM Ask12:03:23 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 11,000
0.061
Ask Size: 11,000
ATX 3,700.00 XXP 3/20/2020 Call

Master data

WKN: RC0Q8S
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,700.00 XXP
Maturity: 3/20/2020
Issue date: 8/22/2018
Last trading day: 3/19/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 515.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.13
Parity: -5.55
Time value: 0.06
Break-even: 3,706.10
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 2.09
Spread abs.: 0.06
Spread %: 98.36%
Delta: 0.04
Theta: -0.17
Omega: 20.62
Rho: 0.17
 

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
  -99.00%
3 Months
  -99.67%
YTD
  -98.04%
1 Year
  -99.80%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.100 0.001
6M High / 6M Low: 0.310 0.001
High (YTD): 1/2/2020 0.056
Low (YTD): 1/24/2020 0.001
52W High: 4/24/2019 0.720
52W Low: 1/24/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   0.259
Avg. volume 1Y:   0.000
Volatility 1M:   582.78%
Volatility 6M:   378.63%
Volatility 1Y:   299.33%
Volatility 3Y:   -