RCB Put 20 T1L 19.03.2021/  AT0000A2AMR5  /

EUWAX
8/7/2020  9:16:35 AM Chg.+0.010 Bid5:03:18 PM Ask5:03:18 PM Underlying Strike price Expiration date Option type
0.580EUR +1.75% 0.570
Bid Size: 10,000
0.600
Ask Size: 10,000
S IMMO AG 20.00 EUR 3/19/2021 Put

Master data

WKN: RC0VY5
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 3/19/2021
Issue date: 9/26/2019
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.53
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.48
Implied volatility: -
Historic volatility: 0.40
Parity: 0.48
Time value: 0.12
Break-even: 14.00
Moneyness: 1.32
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 5.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.92%
1 Month  
+5.45%
3 Months  
+31.82%
YTD  
+262.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.570
1M High / 1M Low: 0.610 0.430
6M High / 6M Low: 0.710 0.049
High (YTD): 3/18/2020 0.710
Low (YTD): 3/4/2020 0.049
52W High: - -
52W Low: - -
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.537
Avg. volume 1M:   0.000
Avg. price 6M:   0.417
Avg. volume 6M:   680
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.91%
Volatility 6M:   255.51%
Volatility 1Y:   -
Volatility 3Y:   -