RCB Call/Mayr Melnhof 18-20/  AT0000A22TZ6  /

Wien OS
8/22/2019  9:19:24 AM Chg.0.000 Bid10:26:38 AM Ask10:26:38 AM Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.130
Bid Size: 10,000
0.160
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: 67.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.16
Parity: -2.22
Time value: 0.16
Break-even: 131.60
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.11
Theta: 0.00
Omega: 7.58
Rho: 0.06
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -46.15%
3 Months
  -62.16%
YTD
  -57.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.300 0.120
6M High / 6M Low: 0.600 0.120
High (YTD): 2/21/2019 0.630
Low (YTD): 8/20/2019 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.04%
Volatility 6M:   131.80%
Volatility 1Y:   -
Volatility 3Y:   -