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RBI Call 14 SPI 20.09.2024/  AT0000A33KA5  /

EUWAX
6/19/2024  9:16:07 AM Chg.0.000 Bid1:36:43 PM Ask1:36:43 PM Underlying Strike price Expiration date Option type
0.764EUR 0.00% 0.769
Bid Size: 10,000		 0.789
Ask Size: 10,000		 S IMMO AG 14.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.77
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.77
Implied volatility: 0.38
Historic volatility: 0.25
Parity: 0.77
Time value: 0.01
Break-even: 21.84
Moneyness: 1.55
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 2.62%
Delta: 0.99
Theta: 0.00
Omega: 2.75
Rho: 0.03
 

Quote data

Open: 0.764
High: 0.764
Low: 0.764
Previous Close: 0.764
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.50%
1 Month  
+76.85%
3 Months  
+214.40%
YTD  
+867.09%
1 Year  
+441.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.764
1M High / 1M Low: 0.822 0.407
6M High / 6M Low: 0.822 0.075
High (YTD): 5/29/2024 0.822
Low (YTD): 1/4/2024 0.080
52W High: 5/29/2024 0.822
52W Low: 9/18/2023 0.053
Avg. price 1W:   0.789
Avg. volume 1W:   0.000
Avg. price 1M:   0.705
Avg. volume 1M:   0.000
Avg. price 6M:   0.324
Avg. volume 6M:   80
Avg. price 1Y:   0.212
Avg. volume 1Y:   39.216
Volatility 1M:   297.96%
Volatility 6M:   152.22%
Volatility 1Y:   129.83%
Volatility 3Y:   -