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RBI Call 30 FQT 20.09.2024/  AT0000A33JK6  /

EUWAX
5/17/2024  9:15:56 AM Chg.+0.006 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.066EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 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: 28.33
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.28
Time value: 0.10
Break-even: 30.96
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 26.32%
Delta: 0.34
Theta: -0.01
Omega: 9.64
Rho: 0.03
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.04%
1 Month
  -12.00%
3 Months
  -50.75%
YTD
  -67.80%
1 Year
  -87.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.057
1M High / 1M Low: 0.111 0.057
6M High / 6M Low: 0.283 0.057
High (YTD): 1/3/2024 0.216
Low (YTD): 5/15/2024 0.057
52W High: 5/22/2023 0.520
52W Low: 5/15/2024 0.057
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   0.255
Avg. volume 1Y:   0.000
Volatility 1M:   169.20%
Volatility 6M:   162.64%
Volatility 1Y:   139.90%
Volatility 3Y:   -