RCB Put/ATX 18-20/  AT0000A22QG2  /

Wien OS
1/17/2020  4:25:04 PM Chg.-0.110 Bid5:28:00 PM Ask5:28:00 PM Underlying Strike price Expiration date Option type
4.370EUR -2.46% -
Bid Size: -
-
Ask Size: -
ATX 3,600.00 XXP 3/20/2020 Put

Master data

WKN: RC0Q8Z
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Put
Strike price: 3,600.00 XXP
Maturity: 3/20/2020
Issue date: 8/22/2018
Last trading day: 3/19/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -7.09
Leverage: Yes

Calculated values

Fair value: 7.21
Intrinsic value: 4.25
Implied volatility: -
Historic volatility: 0.13
Parity: 4.25
Time value: 0.23
Break-even: 3,152.00
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.10
Spread %: 2.23%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.240
High: 4.370
Low: 4.240
Previous Close: 4.480
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.80%
1 Month  
+3.55%
3 Months
  -25.93%
YTD  
+5.05%
1 Year
  -49.65%
3 Years     -
5 Years     -
1W High / 1W Low: 4.480 3.980
1M High / 1M Low: 4.480 3.950
6M High / 6M Low: 8.050 3.950
High (YTD): 1/16/2020 4.480
Low (YTD): 1/2/2020 3.950
52W High: 1/17/2019 8.680
52W Low: 1/2/2020 3.950
Avg. price 1W:   4.152
Avg. volume 1W:   0.000
Avg. price 1M:   4.132
Avg. volume 1M:   0.000
Avg. price 6M:   5.758
Avg. volume 6M:   0.000
Avg. price 1Y:   6.452
Avg. volume 1Y:   0.000
Volatility 1M:   52.20%
Volatility 6M:   62.21%
Volatility 1Y:   55.68%
Volatility 3Y:   -