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RBI Call 25 WIB 20.09.2024/  AT0000A33KT5  /

EUWAX
2024-06-19  9:16:08 AM Chg.+0.002 Bid9:53:45 AM Ask9:53:45 AM Underlying Strike price Expiration date Option type
0.973EUR +0.21% 0.964
Bid Size: 10,000		 0.984
Ask Size: 10,000		 WIENERBERGER 25.00 - 2024-09-20 Call
 

Master data

WKN: RC084T
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.90
Implied volatility: 0.58
Historic volatility: 0.22
Parity: 0.90
Time value: 0.08
Break-even: 34.85
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.07%
Delta: 0.89
Theta: -0.01
Omega: 3.08
Rho: 0.05
 

Quote data

Open: 0.973
High: 0.973
Low: 0.973
Previous Close: 0.971
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.07%
1 Month
  -9.07%
3 Months  
+26.69%
YTD  
+69.51%
1 Year  
+64.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.944
1M High / 1M Low: 1.090 0.915
6M High / 6M Low: 1.090 0.402
High (YTD): 2024-05-28 1.090
Low (YTD): 2024-01-17 0.402
52W High: 2024-05-28 1.090
52W Low: 2023-10-25 0.139
Avg. price 1W:   0.969
Avg. volume 1W:   0.000
Avg. price 1M:   1.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.785
Avg. volume 6M:   0.000
Avg. price 1Y:   0.574
Avg. volume 1Y:   0.000
Volatility 1M:   52.18%
Volatility 6M:   74.30%
Volatility 1Y:   101.01%
Volatility 3Y:   -