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RBI Call 30 FQT 20.09.2024/  AT0000A33JK6  /

EUWAX
6/10/2024  9:16:54 AM Chg.+0.024 Bid11:43:44 AM Ask11:43:44 AM Underlying Strike price Expiration date Option type
0.216EUR +12.50% 0.219
Bid Size: 10,000		 0.239
Ask Size: 10,000		 FREQUENTIS AG 30.00 - 9/20/2024 Call
 

Master data

WKN: RC083K
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.82
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.04
Implied volatility: 0.29
Historic volatility: 0.27
Parity: 0.04
Time value: 0.18
Break-even: 32.20
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.59
Theta: -0.01
Omega: 8.17
Rho: 0.04
 

Quote data

Open: 0.216
High: 0.216
Low: 0.216
Previous Close: 0.192
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.91%
1 Month  
+204.23%
3 Months  
+204.23%
YTD  
+5.37%
1 Year
  -55.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.192 0.158
1M High / 1M Low: 0.192 0.057
6M High / 6M Low: 0.256 0.057
High (YTD): 1/3/2024 0.216
Low (YTD): 5/15/2024 0.057
52W High: 9/11/2023 0.480
52W Low: 5/15/2024 0.057
Avg. price 1W:   0.175
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   0.238
Avg. volume 1Y:   0.000
Volatility 1M:   177.50%
Volatility 6M:   176.07%
Volatility 1Y:   144.39%
Volatility 3Y:   -