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RBI Call 31 VAS 20.09.2024/  AT0000A33KM0  /

EUWAX
10/06/2024  09:16:54 Chg.-0.007 Bid22:00:46 Ask22:00:46 Underlying Strike price Expiration date Option type
0.020EUR -25.93% -
Bid Size: -		 -
Ask Size: -		 VOESTALPINE AG 31.00 - 20/09/2024 Call
 

Master data

WKN: RC084M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 31.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 76.82
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.49
Time value: 0.03
Break-even: 31.34
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.92
Spread abs.: 0.01
Spread %: 41.67%
Delta: 0.17
Theta: -0.01
Omega: 12.95
Rho: 0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -20.00%
3 Months
  -28.57%
YTD
  -89.13%
1 Year
  -95.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.019
1M High / 1M Low: 0.041 0.019
6M High / 6M Low: 0.207 0.017
High (YTD): 02/01/2024 0.172
Low (YTD): 09/05/2024 0.017
52W High: 14/06/2023 0.530
52W Low: 09/05/2024 0.017
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.074
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   378.65%
Volatility 6M:   261.54%
Volatility 1Y:   209.56%
Volatility 3Y:   -