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RBI Call 18 SPI 20.09.2024/  AT0000A33KC1  /

EUWAX
6/20/2024  9:16:12 AM Chg.-0.001 Bid3:36:04 PM Ask3:36:04 PM Underlying Strike price Expiration date Option type
0.383EUR -0.26% 0.365
Bid Size: 10,000		 0.385
Ask Size: 10,000		 S IMMO AG 18.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.31
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.37
Implied volatility: 0.35
Historic volatility: 0.25
Parity: 0.37
Time value: 0.04
Break-even: 22.09
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 5.14%
Delta: 0.89
Theta: -0.01
Omega: 4.70
Rho: 0.04
 

Quote data

Open: 0.383
High: 0.383
Low: 0.383
Previous Close: 0.384
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.36%
1 Month  
+177.54%
3 Months  
+517.74%
YTD  
+5371.43%
1 Year  
+882.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.418 0.384
1M High / 1M Low: 0.443 0.123
6M High / 6M Low: 0.443 0.006
High (YTD): 5/29/2024 0.443
Low (YTD): 1/4/2024 0.007
52W High: 5/29/2024 0.443
52W Low: 9/18/2023 0.003
Avg. price 1W:   0.401
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.067
Avg. volume 1Y:   31.373
Volatility 1M:   714.95%
Volatility 6M:   366.06%
Volatility 1Y:   329.29%
Volatility 3Y:   -