RCB Put/Mayr Melnhof 19-19/  AT0000A26325  /

Wien OS
7/23/2019  9:15:01 AM Chg.+0.004 Bid10:56:58 AM Ask10:56:58 AM Underlying Strike price Expiration date Option type
0.043EUR +10.26% 0.038
Bid Size: 10,000
0.068
Ask Size: 10,000
MAYR-MELNHOF KARTON ... 100.00 EUR 9/20/2019 Put

Master data

WKN: RC0TCA
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON AG
Type: Warrant
Option type: Put
Strike price: 100.00 EUR
Maturity: 9/20/2019
Issue date: 1/18/2019
Last trading day: 9/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -157.18
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.17
Parity: -1.16
Time value: 0.07
Break-even: 99.29
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.91
Spread abs.: 0.03
Spread %: 42.25%
Delta: -0.20
Theta: -0.04
Omega: -31.61
Rho: -0.04
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.039
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -27.12%
1 Month
  -57.00%
3 Months
  -66.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.060 0.039
1M High / 1M Low: 0.110 0.039
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   326.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -