RCB Call/Mayr Melnhof 18-20/  AT0000A22TW3  /

Wien OS
9/20/2019  4:25:04 PM Chg.+0.170 Bid5:27:30 PM Ask5:27:30 PM Underlying Strike price Expiration date Option type
1.300EUR +15.04% -
Bid Size: -
-
Ask Size: -
MAYR-MELNHOF KARTON ... 100.00 EUR 3/20/2020 Call

Master data

WKN: RC0RCD
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.07
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.88
Implied volatility: 0.58
Historic volatility: 0.16
Parity: 0.88
Time value: 0.32
Break-even: 112.00
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.50%
Delta: 0.45
Theta: 0.00
Omega: 4.08
Rho: 0.18
 

Quote data

Open: 1.210
High: 1.310
Low: 1.210
Previous Close: 1.130
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.69%
1 Month  
+16.07%
3 Months
  -14.47%
YTD
  -2.99%
1 Year
  -16.67%
3 Years     -
5 Years     -
1W High / 1W Low: 1.230 1.110
1M High / 1M Low: 1.230 1.020
6M High / 6M Low: 2.070 1.020
High (YTD): 2/21/2019 2.160
Low (YTD): 9/9/2019 1.020
52W High: 2/21/2019 2.160
52W Low: 9/9/2019 1.020
Avg. price 1W:   1.152
Avg. volume 1W:   0.000
Avg. price 1M:   1.101
Avg. volume 1M:   0.000
Avg. price 6M:   1.504
Avg. volume 6M:   0.000
Avg. price 1Y:   1.619
Avg. volume 1Y:   0.000
Volatility 1M:   94.35%
Volatility 6M:   79.58%
Volatility 1Y:   79.98%
Volatility 3Y:   -