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RBI Call 24 VNRGF 20.09.2024/  AT0000A33RF9  /

EUWAX
2024-06-06  9:17:08 AM Chg.-0.039 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.554EUR -6.58% -
Bid Size: -		 -
Ask Size: -		 Vienna Insurance Gro... 24.00 - 2024-09-20 Call
 

Master data

WKN: RC089F
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Vienna Insurance Group
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.97
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.53
Implied volatility: 0.35
Historic volatility: 0.16
Parity: 0.53
Time value: 0.06
Break-even: 29.89
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.89
Theta: -0.01
Omega: 4.41
Rho: 0.06
 

Quote data

Open: 0.554
High: 0.554
Low: 0.554
Previous Close: 0.593
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month
  -1.07%
3 Months  
+50.54%
YTD  
+66.37%
1 Year  
+105.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.593 0.554
1M High / 1M Low: 0.751 0.554
6M High / 6M Low: 0.751 0.261
High (YTD): 2024-05-23 0.751
Low (YTD): 2024-02-12 0.261
52W High: 2024-05-23 0.751
52W Low: 2023-10-20 0.240
Avg. price 1W:   0.577
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   0.367
Avg. volume 1Y:   0.000
Volatility 1M:   82.58%
Volatility 6M:   73.58%
Volatility 1Y:   88.61%
Volatility 3Y:   -