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RBI Call 18 SPI 20.09.2024/  AT0000A33KC1  /

EUWAX
2024-06-18  9:16:53 AM Chg.-0.028 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.384EUR -6.80% -
Bid Size: -		 -
Ask Size: -		 S IMMO AG 18.00 - 2024-09-20 Call
 

Master data

WKN: RC084C
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.05
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.38
Implied volatility: 0.41
Historic volatility: 0.25
Parity: 0.38
Time value: 0.05
Break-even: 22.32
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 4.85%
Delta: 0.86
Theta: -0.01
Omega: 4.34
Rho: 0.04
 

Quote data

Open: 0.384
High: 0.384
Low: 0.384
Previous Close: 0.412
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.35%
1 Month  
+174.29%
3 Months  
+562.07%
YTD  
+5385.71%
1 Year  
+836.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.419 0.384
1M High / 1M Low: 0.443 0.123
6M High / 6M Low: 0.443 0.006
High (YTD): 2024-05-29 0.443
Low (YTD): 2024-01-04 0.007
52W High: 2024-05-29 0.443
52W Low: 2023-09-18 0.003
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.066
Avg. volume 1Y:   31.373
Volatility 1M:   731.84%
Volatility 6M:   366.16%
Volatility 1Y:   329.36%
Volatility 3Y:   -