RBI Call 36 FQT 20.09.2024
/ AT0000A33JN0
RBI Call 36 FQT 20.09.2024/ AT0000A33JN0 /
2024-06-18 9:16:53 AM |
Chg.+0.003 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.017EUR |
+21.43% |
- Bid Size: - |
- Ask Size: - |
FREQUENTIS AG |
36.00 - |
2024-09-20 |
Call |
Master data
WKN: |
RC083N |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
FREQUENTIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
78.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-0.60 |
Time value: |
0.04 |
Break-even: |
36.38 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
1.11 |
Spread abs.: |
0.02 |
Spread %: |
111.11% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
12.65 |
Rho: |
0.01 |
Quote data
Open: |
0.017 |
High: |
0.017 |
Low: |
0.017 |
Previous Close: |
0.014 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.00% |
1 Month |
|
|
+1600.00% |
3 Months |
|
|
+112.50% |
YTD |
|
|
-70.69% |
1 Year |
|
|
-90.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.012 |
1M High / 1M Low: |
0.029 |
0.001 |
6M High / 6M Low: |
0.074 |
0.001 |
High (YTD): |
2024-01-03 |
0.063 |
Low (YTD): |
2024-05-23 |
0.001 |
52W High: |
2023-09-11 |
0.228 |
52W Low: |
2024-05-23 |
0.001 |
Avg. price 1W: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.013 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.082 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
969.49% |
Volatility 6M: |
|
629.76% |
Volatility 1Y: |
|
458.30% |
Volatility 3Y: |
|
- |