8/3/2020  7:59:59 PM Chg.-0.01 Bid7:59:59 PM Ask7:59:59 PM Underlying Strike price Expiration date Option type
0.59EUR -1.67% 0.59
Bid Size: -
0.62
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: -2.35
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 0.52
Implied volatility: -
Historic volatility: 0.40
Parity: 0.52
Time value: 0.11
Break-even: 13.70
Moneyness: 1.35
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 4.76%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.60
High: 0.62
Low: 0.59
Previous Close: 0.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month  
+20.41%
3 Months  
+37.21%
YTD  
+247.06%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.63 0.59
1M High / 1M Low: 0.63 0.43
6M High / 6M Low: 0.73 0.05
High (YTD): 3/19/2020 0.73
Low (YTD): 3/4/2020 0.05
52W High: - -
52W Low: - -
Avg. price 1W:   0.61
Avg. volume 1W:   0.00
Avg. price 1M:   0.53
Avg. volume 1M:   0.00
Avg. price 6M:   0.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.23%
Volatility 6M:   243.05%
Volatility 1Y:   -
Volatility 3Y:   -