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RBI Call 16 SPI 20.09.2024/  AT0000A33KB3  /

EUWAX
2024-06-18  9:16:53 AM Chg.-0.029 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.569EUR -4.85% -
Bid Size: -		 -
Ask Size: -		 S IMMO AG 16.00 - 2024-09-20 Call
 

Master data

WKN: RC084B
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.54
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.58
Implied volatility: 0.48
Historic volatility: 0.25
Parity: 0.58
Time value: 0.04
Break-even: 22.15
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 3.36%
Delta: 0.92
Theta: -0.01
Omega: 3.27
Rho: 0.04
 

Quote data

Open: 0.569
High: 0.569
Low: 0.569
Previous Close: 0.598
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.79%
1 Month  
+113.91%
3 Months  
+341.09%
YTD  
+1735.48%
1 Year  
+620.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.604 0.569
1M High / 1M Low: 0.628 0.244
6M High / 6M Low: 0.628 0.028
High (YTD): 2024-05-29 0.628
Low (YTD): 2024-01-04 0.031
52W High: 2024-05-29 0.628
52W Low: 2023-09-18 0.019
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   0.125
Avg. volume 1Y:   0.000
Volatility 1M:   451.74%
Volatility 6M:   223.94%
Volatility 1Y:   188.23%
Volatility 3Y:   -