RCB Call/Mayr Melnhof 18-20/  AT0000A22U01  /

Wien OS
1/24/2020  4:25:02 PM Chg.+0.007 Bid5:06:54 PM Ask5:06:54 PM Underlying Strike price Expiration date Option type
0.082EUR +9.33% -
Bid Size: -
-
Ask Size: -
MAYR-MELNHOF KARTON ... 140.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCH
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 115.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.15
Parity: -1.30
Time value: 0.11
Break-even: 141.10
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.01
Spread abs.: 0.03
Spread %: 28.18%
Delta: 0.13
Theta: -0.01
Omega: 15.07
Rho: 0.02
 

Quote data

Open: 0.089
High: 0.090
Low: 0.082
Previous Close: 0.075
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.87%
1 Month  
+121.62%
3 Months  
+115.79%
YTD  
+148.48%
1 Year
  -69.63%
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.075
1M High / 1M Low: 0.120 0.033
6M High / 6M Low: 0.140 0.018
High (YTD): 1/20/2020 0.120
Low (YTD): 1/6/2020 0.035
52W High: 2/21/2019 0.390
52W Low: 10/7/2019 0.018
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   0.138
Avg. volume 1Y:   0.000
Volatility 1M:   432.38%
Volatility 6M:   364.55%
Volatility 1Y:   280.59%
Volatility 3Y:   -