RCB Call/Mayr Melnhof 18-19/  AT0000A1ZUL0  /

Wien OS
7/22/2019  4:25:02 PM Chg.-0.010 Bid5:18:36 PM Ask5:18:36 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -
-
Ask Size: -
MAYR-MELNHOF KARTON ... 120.00 EUR 9/20/2019 Call

Master data

WKN: RC0PFB
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 9/20/2019
Issue date: 1/31/2018
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.17
Parity: -0.78
Time value: 0.17
Break-even: 121.70
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.64
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.20
Theta: -0.02
Omega: 13.17
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -31.58%
3 Months
  -70.45%
YTD
  -60.61%
1 Year
  -84.52%
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.210 0.110
6M High / 6M Low: 0.700 0.110
High (YTD): 2/21/2019 0.700
Low (YTD): 7/18/2019 0.110
52W High: 8/1/2018 0.940
52W Low: 7/18/2019 0.110
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   0.473
Avg. volume 1Y:   0.000
Volatility 1M:   273.27%
Volatility 6M:   179.50%
Volatility 1Y:   160.53%
Volatility 3Y:   -