RCB Put 110 MMK 20.09.2019/  AT0000A21XZ0  /

EUWAX
9/13/2019  9:17:44 AM Chg.-0.030 Bid5:29:35 PM Ask5:29:35 PM Underlying Strike price Expiration date Option type
0.220EUR -12.00% 0.160
Bid Size: 5,500
0.190
Ask Size: 5,500
MAYR-MELNHOF KARTON ... 110.00 EUR 9/20/2019 Put

Master data

WKN: RC0QN6
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Put
Strike price: 110.00 EUR
Maturity: 9/20/2019
Issue date: 6/28/2018
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -57.47
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.08
Implied volatility: 0.15
Historic volatility: 0.16
Parity: 0.08
Time value: 0.11
Break-even: 108.10
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.84
Spread abs.: 0.03
Spread %: 15.79%
Delta: -0.77
Theta: -0.16
Omega: -44.49
Rho: -0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -43.59%
3 Months
  -48.84%
YTD
  -79.63%
1 Year
  -80.70%
3 Years     -
5 Years     -
1W High / 1W Low: 0.410 0.220
1M High / 1M Low: 0.510 0.220
6M High / 6M Low: 0.660 0.190
High (YTD): 1/3/2019 1.060
Low (YTD): 7/31/2019 0.190
52W High: 10/17/2018 1.230
52W Low: 7/31/2019 0.190
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.391
Avg. volume 1M:   0.000
Avg. price 6M:   0.421
Avg. volume 6M:   0.000
Avg. price 1Y:   0.631
Avg. volume 1Y:   0.000
Volatility 1M:   225.78%
Volatility 6M:   195.86%
Volatility 1Y:   156.32%
Volatility 3Y:   -