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RBI Call 31 VAS 20.09.2024/  AT0000A33KM0  /

EUWAX
6/11/2024  9:20:01 AM Chg.-0.003 Bid3:13:38 PM Ask3:13:38 PM Underlying Strike price Expiration date Option type
0.017EUR -15.00% 0.017
Bid Size: 10,000		 0.027
Ask Size: 10,000		 VOESTALPINE AG 31.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 79.27
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.48
Time value: 0.03
Break-even: 31.33
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.92
Spread abs.: 0.01
Spread %: 43.48%
Delta: 0.17
Theta: -0.01
Omega: 13.19
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -32.00%
3 Months
  -39.29%
YTD
  -90.76%
1 Year
  -96.30%
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): 1/2/2024 0.172
Low (YTD): 5/9/2024 0.017
52W High: 6/14/2023 0.530
52W Low: 5/9/2024 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:   -