OverviewChartNewsTraderScreen

RBI Call 30 FQT 20.09.2024/  AT0000A33JK6  /

EUWAX
2024-06-19  9:16:07 AM Chg.-0.021 Bid1:35:54 PM Ask1:35:54 PM Underlying Strike price Expiration date Option type
0.155EUR -11.93% 0.154
Bid Size: 10,000		 0.174
Ask Size: 10,000		 FREQUENTIS AG 30.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.65
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -0.07
Time value: 0.18
Break-even: 31.76
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 12.82%
Delta: 0.50
Theta: -0.01
Omega: 8.31
Rho: 0.03
 

Quote data

Open: 0.155
High: 0.155
Low: 0.155
Previous Close: 0.176
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month  
+134.85%
3 Months  
+80.23%
YTD
  -24.39%
1 Year
  -58.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.176 0.150
1M High / 1M Low: 0.216 0.073
6M High / 6M Low: 0.236 0.057
High (YTD): 2024-06-10 0.216
Low (YTD): 2024-05-15 0.057
52W High: 2023-09-11 0.480
52W Low: 2024-05-15 0.057
Avg. price 1W:   0.163
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.233
Avg. volume 1Y:   0.000
Volatility 1M:   196.34%
Volatility 6M:   177.80%
Volatility 1Y:   146.60%
Volatility 3Y:   -