RCB Put/Mayr Melnhof 18-19/  AT0000A21Y08  /

Wien OS
7/16/2019  9:15:01 AM Chg.+0.020 Bid10:34:59 AM Ask10:34:59 AM Underlying Strike price Expiration date Option type
1.060EUR +1.92% 1.100
Bid Size: 10,000
1.130
Ask Size: 10,000
MAYR-MELNHOF KARTON ... 120.00 EUR 9/20/2019 Put

Master data

WKN: RC0QN7
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 9/20/2019
Issue date: 6/28/2018
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.28
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 0.90
Implied volatility: -
Historic volatility: 0.17
Parity: 0.90
Time value: 0.18
Break-even: 109.20
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 2.78%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.060
High: 1.060
Low: 1.060
Previous Close: 1.040
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -4.50%
1 Month     0.00%
3 Months
  -1.85%
YTD
  -40.78%
1 Year
  -34.16%
3 Years     -
5 Years     -
1W High / 1W Low: 1.110 1.040
1M High / 1M Low: 1.170 0.960
6M High / 6M Low: 1.370 0.870
High (YTD): 1/3/2019 1.760
Low (YTD): 5/6/2019 0.870
52W High: 10/11/2018 2.030
52W Low: 5/6/2019 0.870
Avg. price 1W:   1.074
Avg. volume 1W:   0.000
Avg. price 1M:   1.077
Avg. volume 1M:   0.000
Avg. price 6M:   1.098
Avg. volume 6M:   0.000
Avg. price 1Y:   1.356
Avg. volume 1Y:   0.000
Volatility 1M:   109.18%
Volatility 6M:   99.88%
Volatility 1Y:   87.12%
Volatility 3Y:   -