RCB Put/ATX 18-20/  AT0000A22QG2  /

Wien OS
1/24/2020  4:25:01 PM Chg.-0.250 Bid5:29:34 PM Ask5:29:34 PM Underlying Strike price Expiration date Option type
4.570EUR -5.19% -
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: -6.38
Leverage: Yes

Calculated values

Fair value: 7.45
Intrinsic value: 4.78
Implied volatility: -
Historic volatility: 0.13
Parity: 4.78
Time value: 0.11
Break-even: 3,111.00
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.10
Spread %: 2.05%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.510
High: 4.600
Low: 4.510
Previous Close: 4.820
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.58%
1 Month  
+10.92%
3 Months
  -9.33%
YTD  
+9.86%
1 Year
  -46.17%
3 Years     -
5 Years     -
1W High / 1W Low: 4.820 4.340
1M High / 1M Low: 4.820 3.950
6M High / 6M Low: 8.050 3.950
High (YTD): 1/23/2020 4.820
Low (YTD): 1/2/2020 3.950
52W High: 1/24/2019 8.490
52W Low: 1/2/2020 3.950
Avg. price 1W:   4.542
Avg. volume 1W:   0.000
Avg. price 1M:   4.234
Avg. volume 1M:   0.000
Avg. price 6M:   5.676
Avg. volume 6M:   0.000
Avg. price 1Y:   6.375
Avg. volume 1Y:   0.000
Volatility 1M:   58.70%
Volatility 6M:   62.11%
Volatility 1Y:   55.79%
Volatility 3Y:   -