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RBI Call 36 FQT 20.09.2024/  AT0000A33JN0  /

EUWAX
2024-05-31  9:16:12 AM Chg.+0.002 Bid5:30:01 PM Ask5:30:01 PM Underlying Strike price Expiration date Option type
0.013EUR +18.18% -
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: 86.47
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.66
Time value: 0.03
Break-even: 36.34
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 1.00
Spread abs.: 0.02
Spread %: 142.86%
Delta: 0.14
Theta: -0.01
Omega: 12.52
Rho: 0.01
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+333.33%
1 Month  
+85.71%
3 Months  
+62.50%
YTD
  -77.59%
1 Year
  -90.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.003
1M High / 1M Low: 0.014 0.001
6M High / 6M Low: 0.089 0.001
High (YTD): 2024-01-03 0.063
Low (YTD): 2024-05-23 0.001
52W High: 2023-06-09 0.250
52W Low: 2024-05-23 0.001
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.026
Avg. volume 6M:   0.000
Avg. price 1Y:   0.090
Avg. volume 1Y:   0.000
Volatility 1M:   977.58%
Volatility 6M:   618.04%
Volatility 1Y:   449.33%
Volatility 3Y:   -