RCB Call/Mayr Melnhof 18-19/  AT0000A21XX5  /

Wien OS
7/19/2019  9:15:01 AM Chg.-0.030 Bid9:38:27 AM Ask9:38:27 AM Underlying Strike price Expiration date Option type
0.420EUR -6.67% 0.450
Bid Size: 5,000
0.480
Ask Size: 5,000
MAYR-MELNHOF KARTON ... 110.00 EUR 9/20/2019 Call

Master data

WKN: RC0QN4
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 9/20/2019
Issue date: 6/28/2018
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.67
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.16
Implied volatility: 0.43
Historic volatility: 0.17
Parity: 0.16
Time value: 0.38
Break-even: 115.40
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 5.56%
Delta: 0.41
Theta: -0.02
Omega: 8.55
Rho: 0.07
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.450
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -10.64%
1 Month
  -28.81%
3 Months
  -53.33%
YTD
  -34.38%
1 Year
  -67.69%
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.450
1M High / 1M Low: 0.600 0.420
6M High / 6M Low: 1.260 0.420
High (YTD): 2/21/2019 1.260
Low (YTD): 7/5/2019 0.420
52W High: 8/1/2018 1.410
52W Low: 7/5/2019 0.420
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.820
Avg. volume 6M:   0.000
Avg. price 1Y:   0.896
Avg. volume 1Y:   0.000
Volatility 1M:   150.78%
Volatility 6M:   130.65%
Volatility 1Y:   123.89%
Volatility 3Y:   -