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RBI Call 34 FQT 20.09.2024/  AT0000A33JM2  /

EUWAX
5/14/2024  9:15:56 AM Chg.-0.002 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.008EUR -20.00% -
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: 97.41
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.77
Time value: 0.03
Break-even: 34.27
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 1.11
Spread abs.: 0.02
Spread %: 285.71%
Delta: 0.12
Theta: 0.00
Omega: 11.57
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -60.00%
3 Months
  -83.67%
YTD
  -91.11%
1 Year
  -97.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.010
1M High / 1M Low: 0.027 0.010
6M High / 6M Low: 0.153 0.010
High (YTD): 1/3/2024 0.096
Low (YTD): 5/13/2024 0.010
52W High: 5/22/2023 0.340
52W Low: 5/13/2024 0.010
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.139
Avg. volume 1Y:   0.000
Volatility 1M:   326.96%
Volatility 6M:   259.76%
Volatility 1Y:   207.07%
Volatility 3Y:   -