RCB Call/Mayr Melnhof 18-20/  AT0000A22TZ6  /

Wien OS
1/29/2020  12:03:04 PM Chg.0.000 Bid4:39:20 PM Ask4:39:20 PM Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.190
Bid Size: 10,000
0.220
Ask Size: 10,000
MAYR-MELNHOF KARTON ... 130.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCG
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 48.23
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.15
Parity: -0.46
Time value: 0.26
Break-even: 132.60
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 11.54%
Delta: 0.26
Theta: -0.02
Omega: 12.62
Rho: 0.04
 

Quote data

Open: 0.230
High: 0.230
Low: 0.220
Previous Close: 0.220
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -35.29%
1 Month  
+15.79%
3 Months  
+120.00%
YTD  
+29.41%
1 Year
  -52.17%
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.220
1M High / 1M Low: 0.420 0.170
6M High / 6M Low: 0.420 0.082
High (YTD): 1/20/2020 0.420
Low (YTD): 1/6/2020 0.180
52W High: 2/21/2019 0.630
52W Low: 10/7/2019 0.082
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   0.177
Avg. volume 6M:   0.000
Avg. price 1Y:   0.288
Avg. volume 1Y:   0.000
Volatility 1M:   269.85%
Volatility 6M:   223.47%
Volatility 1Y:   181.91%
Volatility 3Y:   -