RCB Call/Mayr Melnhof19-20/  AT0000A26J77  /

Wien OS
9/20/2019  4:25:03 PM Chg.+0.120 Bid5:27:30 PM Ask5:27:30 PM Underlying Strike price Expiration date Option type
0.880EUR +15.79% -
Bid Size: -
-
Ask Size: -
MAYR-MELNHOF KARTON ... 110.00 EUR 9/18/2020 Call

Master data

WKN: RC0TPQ
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 9/18/2020
Issue date: 2/25/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.38
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.02
Implied volatility: 0.56
Historic volatility: 0.16
Parity: 0.02
Time value: 0.87
Break-even: 118.90
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 3.37%
Delta: 0.30
Theta: 0.00
Omega: 3.70
Rho: 0.24
 

Quote data

Open: 0.810
High: 0.890
Low: 0.810
Previous Close: 0.760
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.02%
1 Month  
+17.33%
3 Months
  -17.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.740
1M High / 1M Low: 0.880 0.690
6M High / 6M Low: 1.400 0.690
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.745
Avg. volume 1M:   0.000
Avg. price 6M:   1.056
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.48%
Volatility 6M:   85.48%
Volatility 1Y:   -
Volatility 3Y:   -