RCB Call/Mayr Melnhof 18-19/  AT0000A1ZUM8  /

Wien OS
7/22/2019  12:03:26 PM Chg.-0.004 Bid4:04:32 PM Ask4:04:32 PM Underlying Strike price Expiration date Option type
0.054EUR -6.90% 0.049
Bid Size: 10,000
0.079
Ask Size: 10,000
MAYR-MELNHOF KARTON ... 125.00 EUR 9/20/2019 Call

Master data

WKN: RC0PFC
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 9/20/2019
Issue date: 1/31/2018
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 127.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -1.28
Time value: 0.09
Break-even: 125.88
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.01
Spread abs.: 0.03
Spread %: 34.09%
Delta: 0.12
Theta: -0.01
Omega: 15.36
Rho: 0.02
 

Quote data

Open: 0.055
High: 0.055
Low: 0.054
Previous Close: 0.058
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+14.89%
1 Month
  -43.75%
3 Months
  -81.38%
YTD
  -76.52%
1 Year
  -92.06%
3 Years     -
5 Years     -
1W High / 1W Low: 0.058 0.041
1M High / 1M Low: 0.100 0.041
6M High / 6M Low: 0.500 0.041
High (YTD): 2/21/2019 0.500
Low (YTD): 7/18/2019 0.041
52W High: 8/1/2018 0.760
52W Low: 7/18/2019 0.041
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.337
Avg. volume 1Y:   0.000
Volatility 1M:   334.04%
Volatility 6M:   210.54%
Volatility 1Y:   183.57%
Volatility 3Y:   -