RCB Put/Mayr Melnhof 18-20/  AT0000A22W09  /

Wien OS
1/24/2020  4:25:02 PM Chg.-0.004 Bid5:06:54 PM Ask5:06:54 PM Underlying Strike price Expiration date Option type
0.006EUR -40.00% -
Bid Size: -
-
Ask Size: -
MAYR-MELNHOF KARTON ... 110.00 EUR 3/20/2020 Put

Master data

WKN: RC0REH
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Put
Strike price: 110.00 EUR
Maturity: 3/20/2020
Issue date: 8/23/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -327.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -1.78
Time value: 0.04
Break-even: 109.61
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 1.38
Spread abs.: 0.03
Spread %: 76.92%
Delta: -0.10
Theta: -0.03
Omega: -32.76
Rho: -0.02
 

Quote data

Open: 0.004
High: 0.006
Low: 0.004
Previous Close: 0.010
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -62.50%
1 Month
  -96.25%
3 Months
  -98.97%
YTD
  -95.38%
1 Year
  -99.41%
3 Years     -
5 Years     -
1W High / 1W Low: 0.016 0.004
1M High / 1M Low: 0.130 0.004
6M High / 6M Low: 0.960 0.004
High (YTD): 1/2/2020 0.100
Low (YTD): 1/20/2020 0.004
52W High: 3/29/2019 1.030
52W Low: 1/20/2020 0.004
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.508
Avg. volume 6M:   0.000
Avg. price 1Y:   0.668
Avg. volume 1Y:   0.000
Volatility 1M:   540.95%
Volatility 6M:   228.65%
Volatility 1Y:   173.22%
Volatility 3Y:   -