RCB Call/Mayr Melnhof 18-20/  AT0000A22TX1  /

Wien OS
9/23/2019  9:15:07 AM Chg.-0.070 Bid10:30:36 AM Ask10:30:36 AM Underlying Strike price Expiration date Option type
0.640EUR -9.86% 0.660
Bid Size: 10,000
0.690
Ask Size: 10,000
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: 15.52
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.02
Implied volatility: 0.51
Historic volatility: 0.16
Parity: 0.02
Time value: 0.69
Break-even: 117.10
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 4.23%
Delta: 0.33
Theta: 0.00
Omega: 5.11
Rho: 0.14
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.710
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month  
+10.34%
3 Months
  -31.18%
YTD
  -26.44%
1 Year
  -40.19%
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.580
1M High / 1M Low: 0.710 0.530
6M High / 6M Low: 1.280 0.530
High (YTD): 2/21/2019 1.470
Low (YTD): 9/9/2019 0.530
52W High: 2/21/2019 1.470
52W Low: 9/9/2019 0.530
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.587
Avg. volume 1M:   0.000
Avg. price 6M:   0.918
Avg. volume 6M:   0.000
Avg. price 1Y:   1.046
Avg. volume 1Y:   0.000
Volatility 1M:   132.49%
Volatility 6M:   99.83%
Volatility 1Y:   96.94%
Volatility 3Y:   -