RCB Call/Mayr Melnhof 18-19/  AT0000A21XX5  /

Wien OS
9/13/2019  4:25:05 PM Chg.-0.005 Bid5:29:44 PM Ask5:29:44 PM Underlying Strike price Expiration date Option type
0.092EUR -5.15% -
Bid Size: -
-
Ask Size: -
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: 84.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -0.08
Time value: 0.13
Break-even: 111.30
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 2.19
Spread abs.: 0.03
Spread %: 25.38%
Delta: 0.38
Theta: -0.11
Omega: 32.10
Rho: 0.01
 

Quote data

Open: 0.058
High: 0.092
Low: 0.052
Previous Close: 0.097
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+73.58%
1 Month
  -54.00%
3 Months
  -84.67%
YTD
  -85.63%
1 Year
  -89.55%
3 Years     -
5 Years     -
1W High / 1W Low: 0.097 0.030
1M High / 1M Low: 0.200 0.030
6M High / 6M Low: 1.160 0.030
High (YTD): 2/21/2019 1.260
Low (YTD): 9/10/2019 0.030
52W High: 11/21/2018 1.280
52W Low: 9/10/2019 0.030
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.578
Avg. volume 6M:   0.000
Avg. price 1Y:   0.763
Avg. volume 1Y:   0.000
Volatility 1M:   560.49%
Volatility 6M:   259.15%
Volatility 1Y:   201.65%
Volatility 3Y:   -