RCB Put 100 MMK 20.09.2019/  AT0000A26325  /

EUWAX
7/18/2019  9:17:07 AM Chg.+0.004 Bid10:24:03 AM Ask10:24:03 AM Underlying Strike price Expiration date Option type
0.059EUR +7.27% 0.069
Bid Size: 11,000
0.099
Ask Size: 11,000
MAYR-MELNHOF KARTON ... 100.00 EUR 9/20/2019 Put

Master data

WKN: RC0TCA
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Put
Strike price: 100.00 EUR
Maturity: 9/20/2019
Issue date: 1/18/2019
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -141.27
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.17
Parity: -1.16
Time value: 0.08
Break-even: 99.21
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.82
Spread abs.: 0.03
Spread %: 37.97%
Delta: -0.22
Theta: -0.04
Omega: -31.14
Rho: -0.04
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.54%
1 Month
  -41.00%
3 Months
  -67.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.067 0.055
1M High / 1M Low: 0.110 0.055
6M High / 6M Low: 0.330 0.055
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.99%
Volatility 6M:   211.64%
Volatility 1Y:   -
Volatility 3Y:   -