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RBI Call 14 SPI 20.09.2024/  AT0000A33KA5  /

EUWAX
2024-06-07  9:16:20 AM Chg.+0.015 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.781EUR +1.96% -
Bid Size: -		 -
Ask Size: -		 S IMMO AG 14.00 - 2024-09-20 Call
 

Master data

WKN: RC084A
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.78
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.76
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 0.76
Time value: 0.02
Break-even: 21.76
Moneyness: 1.54
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 2.65%
Delta: 0.99
Theta: 0.00
Omega: 2.76
Rho: 0.04
 

Quote data

Open: 0.781
High: 0.781
Low: 0.781
Previous Close: 0.766
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.82%
1 Month  
+120.00%
3 Months  
+221.40%
YTD  
+888.61%
1 Year  
+519.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.787 0.761
1M High / 1M Low: 0.822 0.355
6M High / 6M Low: 0.822 0.075
High (YTD): 2024-05-29 0.822
Low (YTD): 2024-01-04 0.080
52W High: 2024-05-29 0.822
52W Low: 2023-09-18 0.053
Avg. price 1W:   0.775
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.285
Avg. volume 6M:   80
Avg. price 1Y:   0.194
Avg. volume 1Y:   39.216
Volatility 1M:   289.34%
Volatility 6M:   152.37%
Volatility 1Y:   130.52%
Volatility 3Y:   -