RCB Put 110 MMK 20.03.2020/  AT0000A22W09  /

EUWAX
9/18/2019  9:17:00 AM Chg.+0.010 Bid5:27:04 PM Ask5:27:04 PM Underlying Strike price Expiration date Option type
0.800EUR +1.27% 0.820
Bid Size: 11,000
0.850
Ask Size: 11,000
MAYR-MELNHOF KARTON ... 110.00 EUR 3/20/2020 Put

Master data

WKN: RC0REH
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Put
Strike price: 110.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.68
Leverage: Yes

Calculated values

Fair value: 3.02
Intrinsic value: 0.22
Implied volatility: -
Historic volatility: 0.16
Parity: 0.22
Time value: 0.63
Break-even: 101.50
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 3.53%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -12.09%
3 Months
  -1.23%
YTD
  -39.85%
1 Year
  -42.45%
3 Years     -
5 Years     -
1W High / 1W Low: 0.860 0.750
1M High / 1M Low: 0.980 0.750
6M High / 6M Low: 0.980 0.610
High (YTD): 1/3/2019 1.320
Low (YTD): 7/31/2019 0.610
52W High: 10/17/2018 1.460
52W Low: 7/31/2019 0.610
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.880
Avg. volume 1M:   0.000
Avg. price 6M:   0.806
Avg. volume 6M:   0.000
Avg. price 1Y:   0.950
Avg. volume 1Y:   0.000
Volatility 1M:   80.70%
Volatility 6M:   90.17%
Volatility 1Y:   82.76%
Volatility 3Y:   -