RCB Call/Mayr Melnhof 18-20/  AT0000A22TZ6  /

Wien OS
1/27/2020  4:25:06 PM Chg.-0.060 Bid5:05:20 PM Ask5:05:20 PM Underlying Strike price Expiration date Option type
0.290EUR -17.14% -
Bid Size: -
-
Ask Size: -
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: 34.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.15
Parity: -0.30
Time value: 0.37
Break-even: 133.70
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.31
Theta: -0.02
Omega: 10.73
Rho: 0.05
 

Quote data

Open: 0.270
High: 0.290
Low: 0.240
Previous Close: 0.350
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.95%
1 Month  
+52.63%
3 Months  
+107.14%
YTD  
+70.59%
1 Year
  -36.96%
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.320
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:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   0.289
Avg. volume 1Y:   0.000
Volatility 1M:   251.59%
Volatility 6M:   221.06%
Volatility 1Y:   179.84%
Volatility 3Y:   -