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RBI Call 34 ROS 20.09.2024/  AT0000A33K67  /

EUWAX
21/06/2024  09:16:02 Chg.+0.098 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.375EUR +35.38% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 34.00 - 20/09/2024 Call
 

Master data

WKN: RC0836
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.45
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.25
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.25
Time value: 0.18
Break-even: 38.32
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 4.85%
Delta: 0.70
Theta: -0.02
Omega: 5.87
Rho: 0.05
 

Quote data

Open: 0.375
High: 0.375
Low: 0.375
Previous Close: 0.277
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.46%
1 Month  
+118.02%
3 Months  
+351.81%
YTD  
+118.02%
1 Year  
+4.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.375 0.259
1M High / 1M Low: 0.412 0.121
6M High / 6M Low: 0.412 0.083
High (YTD): 10/06/2024 0.412
Low (YTD): 22/03/2024 0.083
52W High: 17/08/2023 0.430
52W Low: 22/03/2024 0.083
Avg. price 1W:   0.309
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.181
Avg. volume 6M:   0.000
Avg. price 1Y:   0.246
Avg. volume 1Y:   0.000
Volatility 1M:   377.46%
Volatility 6M:   214.05%
Volatility 1Y:   164.71%
Volatility 3Y:   -