RBI Call 33 VAS 20.09.2024/  AT0000A33KN8  /

EUWAX
5/31/2024  9:16:11 AM Chg.-0.001 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.008EUR -11.11% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 33.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 131.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.67
Time value: 0.02
Break-even: 33.20
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 1.14
Spread abs.: 0.01
Spread %: 100.00%
Delta: 0.11
Theta: 0.00
Omega: 13.83
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -27.27%
3 Months
  -72.41%
YTD
  -93.60%
1 Year
  -96.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.008
1M High / 1M Low: 0.018 0.005
6M High / 6M Low: 0.145 0.005
High (YTD): 1/2/2024 0.115
Low (YTD): 5/9/2024 0.005
52W High: 6/14/2023 0.420
52W Low: 5/9/2024 0.005
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.048
Avg. volume 6M:   0.000
Avg. price 1Y:   0.114
Avg. volume 1Y:   0.000
Volatility 1M:   537.09%
Volatility 6M:   315.68%
Volatility 1Y:   249.90%
Volatility 3Y:   -