RCB Put/S IMMO 19-21/  AT0000A2AMR5  /

Wien OS
8/7/2020  4:25:00 PM Chg.0.000 Bid5:03:18 PM Ask5:03:18 PM Underlying Strike price Expiration date Option type
0.580EUR 0.00% -
Bid Size: -
-
Ask Size: -
S IMMO AG 20.00 EUR 3/19/2021 Put

Master data

WKN: RC0VY5
Issuer: Raiffeisen CENTROBANK AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 3/19/2021
Issue date: 9/26/2019
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.53
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.48
Implied volatility: -
Historic volatility: 0.40
Parity: 0.48
Time value: 0.12
Break-even: 14.00
Moneyness: 1.32
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 5.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.580
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.69%
1 Month  
+13.73%
3 Months  
+31.82%
YTD  
+262.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.570
1M High / 1M Low: 0.630 0.430
6M High / 6M Low: 0.750 0.048
High (YTD): 3/19/2020 0.750
Low (YTD): 2/17/2020 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.73%
Volatility 6M:   235.21%
Volatility 1Y:   -
Volatility 3Y:   -