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RBI Call 28 VNRGF 20.09.2024/  AT0000A33RH5  /

EUWAX
2024-06-21  9:15:15 AM Chg.-0.001 Bid3:51:46 PM Ask3:51:46 PM Underlying Strike price Expiration date Option type
0.176EUR -0.56% 0.154
Bid Size: 10,000		 0.174
Ask Size: 10,000		 Vienna Insurance Gro... 28.00 - 2024-09-20 Call
 

Master data

WKN: RC089H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Vienna Insurance Group
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.45
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.09
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.09
Time value: 0.11
Break-even: 30.00
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.66
Theta: -0.01
Omega: 9.47
Rho: 0.04
 

Quote data

Open: 0.176
High: 0.176
Low: 0.176
Previous Close: 0.177
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.86%
1 Month
  -44.65%
3 Months  
+15.03%
YTD  
+38.58%
1 Year  
+37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.185 0.160
1M High / 1M Low: 0.351 0.160
6M High / 6M Low: 0.351 0.080
High (YTD): 2024-05-23 0.351
Low (YTD): 2024-02-15 0.080
52W High: 2024-05-23 0.351
52W Low: 2024-02-15 0.080
Avg. price 1W:   0.173
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   104
Avg. price 1Y:   0.148
Avg. volume 1Y:   50.980
Volatility 1M:   129.71%
Volatility 6M:   127.15%
Volatility 1Y:   135.23%
Volatility 3Y:   -