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RBI Call 12 T1L 20.09.2024/  AT0000A33K91  /

EUWAX
22/05/2024  09:15:53 Chg.-0.022 Bid10:09:48 Ask10:09:48 Underlying Strike price Expiration date Option type
0.595EUR -3.57% 0.595
Bid Size: 10,000		 0.615
Ask Size: 10,000		 S IMMO AG 12.00 - 20/09/2024 Call
 

Master data

WKN: RC0839
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.88
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.60
Implied volatility: 0.47
Historic volatility: 0.23
Parity: 0.60
Time value: 0.03
Break-even: 18.25
Moneyness: 1.50
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 3.31%
Delta: 0.95
Theta: 0.00
Omega: 2.75
Rho: 0.04
 

Quote data

Open: 0.595
High: 0.595
Low: 0.595
Previous Close: 0.617
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.17%
1 Month  
+6.82%
3 Months  
+78.68%
YTD  
+262.80%
1 Year  
+174.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.578
1M High / 1M Low: 0.620 0.505
6M High / 6M Low: 0.620 0.158
High (YTD): 20/05/2024 0.620
Low (YTD): 04/01/2024 0.167
52W High: 20/05/2024 0.620
52W Low: 18/09/2023 0.113
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.361
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   50.88%
Volatility 6M:   71.10%
Volatility 1Y:   80.27%
Volatility 3Y:   -