RCB Call/Mayr Melnhof 18-20/  AT0000A22TY9  /

Wien OS
1/27/2020  12:03:14 PM Chg.-0.190 Bid3:59:55 PM Ask3:59:55 PM Underlying Strike price Expiration date Option type
0.730EUR -20.65% 0.840
Bid Size: 10,000
0.870
Ask Size: 10,000
MAYR-MELNHOF KARTON ... 120.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCF
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.51
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.70
Implied volatility: 0.51
Historic volatility: 0.15
Parity: 0.70
Time value: 0.24
Break-even: 129.40
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 3.19%
Delta: 0.52
Theta: -0.02
Omega: 7.04
Rho: 0.08
 

Quote data

Open: 0.790
High: 0.790
Low: 0.730
Previous Close: 0.920
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -29.13%
1 Month  
+32.73%
3 Months  
+102.78%
YTD  
+43.14%
1 Year
  -1.35%
3 Years     -
5 Years     -
1W High / 1W Low: 1.030 0.880
1M High / 1M Low: 1.030 0.510
6M High / 6M Low: 1.030 0.240
High (YTD): 1/20/2020 1.030
Low (YTD): 1/6/2020 0.550
52W High: 1/20/2020 1.030
52W Low: 10/7/2019 0.240
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   0.748
Avg. volume 1M:   0.000
Avg. price 6M:   0.446
Avg. volume 6M:   16
Avg. price 1Y:   0.565
Avg. volume 1Y:   7.968
Volatility 1M:   173.26%
Volatility 6M:   161.51%
Volatility 1Y:   136.37%
Volatility 3Y:   -