RCB Call/Mayr Melnhof 18-20/  AT0000A22TX1  /

Wien OS
9/18/2019  9:15:09 AM Chg.+0.020 Bid11:00:16 AM Ask11:00:16 AM Underlying Strike price Expiration date Option type
0.600EUR +3.45% 0.610
Bid Size: 10,000
0.640
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: 17.39
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.16
Parity: -0.22
Time value: 0.62
Break-even: 116.20
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.30
Theta: 0.00
Omega: 5.27
Rho: 0.13
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.580
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+1.69%
1 Month
  -1.64%
3 Months
  -34.78%
YTD
  -31.03%
1 Year
  -44.44%
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.580
1M High / 1M Low: 0.670 0.530
6M High / 6M Low: 1.390 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:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   0.000
Avg. price 6M:   0.940
Avg. volume 6M:   0.000
Avg. price 1Y:   1.051
Avg. volume 1Y:   0.000
Volatility 1M:   122.86%
Volatility 6M:   96.82%
Volatility 1Y:   94.68%
Volatility 3Y:   -