RCB Call/Mayr Melnhof 18-20/  AT0000A22TX1  /

Wien OS
1/28/2020  4:25:03 PM Chg.-0.170 Bid5:25:32 PM Ask5:25:32 PM Underlying Strike price Expiration date Option type
1.520EUR -10.06% -
Bid Size: -
-
Ask Size: -
MAYR-MELNHOF KARTON ... 110.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCE
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.36
Leverage: Yes

Calculated values

Fair value: 1.66
Intrinsic value: 1.66
Implied volatility: 0.65
Historic volatility: 0.15
Parity: 1.66
Time value: 0.06
Break-even: 127.20
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 1.74%
Delta: 0.67
Theta: -0.03
Omega: 4.91
Rho: 0.10
 

Quote data

Open: 1.600
High: 1.630
Low: 1.520
Previous Close: 1.690
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month  
+27.73%
3 Months  
+123.53%
YTD  
+33.33%
1 Year  
+33.33%
3 Years     -
5 Years     -
1W High / 1W Low: 1.780 1.520
1M High / 1M Low: 1.910 1.140
6M High / 6M Low: 1.910 0.530
High (YTD): 1/20/2020 1.910
Low (YTD): 1/6/2020 1.220
52W High: 1/20/2020 1.910
52W Low: 9/9/2019 0.530
Avg. price 1W:   1.694
Avg. volume 1W:   0.000
Avg. price 1M:   1.537
Avg. volume 1M:   0.000
Avg. price 6M:   0.933
Avg. volume 6M:   0.000
Avg. price 1Y:   1.019
Avg. volume 1Y:   0.000
Volatility 1M:   120.79%
Volatility 6M:   116.83%
Volatility 1Y:   104.76%
Volatility 3Y:   -