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RBI Call 37 ROS 20.09.2024/  AT0000A33K75  /

EUWAX
6/17/2024  9:16:08 AM Chg.+0.016 Bid9:58:53 AM Ask9:58:53 AM Underlying Strike price Expiration date Option type
0.201EUR +8.65% 0.210
Bid Size: 10,000		 0.230
Ask Size: 10,000		 ROSENBAUER INTL 37.00 - 9/20/2024 Call
 

Master data

WKN: RC0837
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.80
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -0.13
Time value: 0.23
Break-even: 39.26
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 9.71%
Delta: 0.48
Theta: -0.02
Omega: 7.61
Rho: 0.04
 

Quote data

Open: 0.201
High: 0.201
Low: 0.201
Previous Close: 0.185
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.55%
1 Month  
+84.40%
3 Months  
+246.55%
YTD  
+86.11%
1 Year
  -40.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.253 0.156
1M High / 1M Low: 0.253 0.055
6M High / 6M Low: 0.253 0.040
High (YTD): 6/10/2024 0.253
Low (YTD): 3/20/2024 0.040
52W High: 8/17/2023 0.330
52W Low: 3/20/2024 0.040
Avg. price 1W:   0.195
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   0.166
Avg. volume 1Y:   0.000
Volatility 1M:   483.24%
Volatility 6M:   260.54%
Volatility 1Y:   198.80%
Volatility 3Y:   -