RCB Call/Mayr Melnhof19-20/  AT0000A26JA1  /

Wien OS
10/14/2019  9:51:58 AM Chg.-0.010 Bid9:51:58 AM Ask9:51:58 AM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 10,000
0.150
Ask Size: 10,000
MAYR-MELNHOF KARTON ... 140.00 EUR 9/18/2020 Call

Master data

WKN: RC0TPT
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 9/18/2020
Issue date: 2/25/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 68.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -3.04
Time value: 0.16
Break-even: 141.60
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.09
Theta: 0.00
Omega: 5.91
Rho: 0.07
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -14.29%
3 Months
  -42.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.150 0.100
6M High / 6M Low: 0.400 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.221
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.87%
Volatility 6M:   139.81%
Volatility 1Y:   -
Volatility 3Y:   -