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RBI Call 32 FQT 20.09.2024/  AT0000A33JL4  /

EUWAX
2024-06-14  9:16:12 AM Chg.+0.015 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.094EUR +18.99% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 32.00 - 2024-09-20 Call
 

Master data

WKN: RC083L
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.65
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.22
Time value: 0.10
Break-even: 33.04
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 23.81%
Delta: 0.37
Theta: -0.01
Omega: 10.55
Rho: 0.03
 

Quote data

Open: 0.094
High: 0.094
Low: 0.094
Previous Close: 0.079
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.76%
1 Month  
+308.70%
3 Months  
+95.83%
YTD
  -32.37%
1 Year
  -69.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.125 0.079
1M High / 1M Low: 0.125 0.023
6M High / 6M Low: 0.167 0.023
High (YTD): 2024-01-03 0.148
Low (YTD): 2024-05-15 0.023
52W High: 2023-09-11 0.380
52W Low: 2024-05-15 0.023
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.074
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   243.45%
Volatility 6M:   223.17%
Volatility 1Y:   177.96%
Volatility 3Y:   -