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RBI Call 33 VAS 20.09.2024/  AT0000A33KN8  /

EUWAX
2024-05-17  9:15:58 AM Chg.+0.004 Bid2:13:24 PM Ask2:13:24 PM Underlying Strike price Expiration date Option type
0.012EUR +50.00% 0.011
Bid Size: 10,000		 0.021
Ask Size: 10,000		 VOESTALPINE AG 33.00 - 2024-09-20 Call
 

Master data

WKN: RC084N
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 33.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 123.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.71
Time value: 0.02
Break-even: 33.21
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 1.05
Spread abs.: 0.01
Spread %: 90.91%
Delta: 0.11
Theta: 0.00
Omega: 13.05
Rho: 0.01
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -7.69%
3 Months
  -70.00%
YTD
  -90.40%
1 Year
  -96.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.008
1M High / 1M Low: 0.015 0.005
6M High / 6M Low: 0.145 0.005
High (YTD): 2024-01-02 0.115
Low (YTD): 2024-05-09 0.005
52W High: 2023-06-14 0.420
52W Low: 2024-05-09 0.005
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   0.126
Avg. volume 1Y:   0.000
Volatility 1M:   488.95%
Volatility 6M:   295.40%
Volatility 1Y:   236.48%
Volatility 3Y:   -