RBI Call 34 FQT 20.09.2024
/ AT0000A33JM2
RBI Call 34 FQT 20.09.2024/ AT0000A33JM2 /
5/29/2024 9:16:01 AM |
Chg.-0.004 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
-11.11% |
- Bid Size: - |
- Ask Size: - |
FREQUENTIS AG |
34.00 - |
9/20/2024 |
Call |
Master data
WKN: |
RC083M |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
FREQUENTIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
52.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
-0.51 |
Time value: |
0.06 |
Break-even: |
34.55 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.02 |
Spread %: |
57.14% |
Delta: |
0.21 |
Theta: |
-0.01 |
Omega: |
11.17 |
Rho: |
0.02 |
Quote data
Open: |
0.032 |
High: |
0.032 |
Low: |
0.032 |
Previous Close: |
0.036 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+128.57% |
1 Month |
|
|
+18.52% |
3 Months |
|
|
+52.38% |
YTD |
|
|
-64.44% |
1 Year |
|
|
-85.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.036 |
0.012 |
1M High / 1M Low: |
0.036 |
0.005 |
6M High / 6M Low: |
0.129 |
0.005 |
High (YTD): |
1/3/2024 |
0.096 |
Low (YTD): |
5/15/2024 |
0.005 |
52W High: |
6/9/2023 |
0.310 |
52W Low: |
5/15/2024 |
0.005 |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.015 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.047 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.127 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
416.87% |
Volatility 6M: |
|
300.41% |
Volatility 1Y: |
|
232.24% |
Volatility 3Y: |
|
- |