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RBI Call 33 WIB 20.09.2024/  AT0000A33KX7  /

EUWAX
2024-06-19  9:16:11 AM Chg.+0.002 Bid4:37:03 PM Ask4:37:03 PM Underlying Strike price Expiration date Option type
0.361EUR +0.56% 0.361
Bid Size: 10,000		 0.371
Ask Size: 10,000		 WIENERBERGER 33.00 - 2024-09-20 Call
 

Master data

WKN: RC084X
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
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: 9.30
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.10
Implied volatility: 0.44
Historic volatility: 0.22
Parity: 0.10
Time value: 0.26
Break-even: 36.66
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 2.81%
Delta: 0.61
Theta: -0.02
Omega: 5.71
Rho: 0.04
 

Quote data

Open: 0.361
High: 0.361
Low: 0.361
Previous Close: 0.359
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -10.64%
3 Months  
+64.09%
YTD  
+145.58%
1 Year  
+83.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.364 0.323
1M High / 1M Low: 0.422 0.296
6M High / 6M Low: 0.426 0.074
High (YTD): 2024-05-13 0.426
Low (YTD): 2024-01-17 0.074
52W High: 2024-05-13 0.426
52W Low: 2023-10-25 0.016
Avg. price 1W:   0.347
Avg. volume 1W:   0.000
Avg. price 1M:   0.364
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   111.64%
Volatility 6M:   147.60%
Volatility 1Y:   180.21%
Volatility 3Y:   -