RCB Put/Mayr Melnhof 18-20/  AT0000A22VZ2  /

Wien OS
10/18/2019  5:21:32 PM Chg.0.000 Bid5:29:42 PM Ask5:29:42 PM Underlying Strike price Expiration date Option type
0.038EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: -166.87
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.16
Parity: -2.18
Time value: 0.07
Break-even: 89.33
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 0.55
Spread abs.: 0.03
Spread %: 44.78%
Delta: -0.24
Theta: -0.04
Omega: -39.68
Rho: -0.11
 

Quote data

Open: 0.034
High: 0.038
Low: 0.034
Previous Close: 0.038
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.00%
1 Month
  -59.14%
3 Months
  -61.22%
YTD
  -90.50%
1 Year
  -90.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.051 0.038
1M High / 1M Low: 0.093 0.038
6M High / 6M Low: 0.170 0.038
High (YTD): 1/3/2019 0.380
Low (YTD): 10/18/2019 0.038
52W High: 10/29/2018 0.440
52W Low: 10/18/2019 0.038
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   243.46%
Volatility 6M:   174.64%
Volatility 1Y:   151.70%
Volatility 3Y:   -