RCB Put 90 MMK 20.03.2020/  AT0000A22VZ2  /

EUWAX
10/22/2019  9:16:22 AM Chg.+0.002 Bid10:06:05 AM Ask10:06:05 AM Underlying Strike price Expiration date Option type
0.033EUR +6.45% 0.035
Bid Size: 11,000
0.065
Ask Size: 11,000
MAYR-MELNHOF KARTON ... 90.00 EUR 3/20/2020 Put

Master data

WKN: RC0REG
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Put
Strike price: 90.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -170.77
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.16
Parity: -2.10
Time value: 0.07
Break-even: 89.35
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 46.15%
Delta: -0.23
Theta: -0.04
Omega: -39.89
Rho: -0.11
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.26%
1 Month
  -58.23%
3 Months
  -64.89%
YTD
  -91.54%
1 Year
  -89.69%
3 Years     -
5 Years     -
1W High / 1W Low: 0.045 0.031
1M High / 1M Low: 0.084 0.031
6M High / 6M Low: 0.170 0.031
High (YTD): 1/3/2019 0.390
Low (YTD): 10/21/2019 0.031
52W High: 10/30/2018 0.440
52W Low: 10/21/2019 0.031
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.180
Avg. volume 1Y:   0.000
Volatility 1M:   256.34%
Volatility 6M:   186.17%
Volatility 1Y:   158.78%
Volatility 3Y:   -