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RBI Call 3800 ATX 20.09.2024/  AT0000A33DB8  /

EUWAX
2024-06-14  9:16:09 AM Chg.-0.292 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.668EUR -30.42% -
Bid Size: -		 -
Ask Size: -		 ATX 3,800.00 - 2024-09-20 Call
 

Master data

WKN: RC08YF
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,800.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 60.52
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.11
Parity: -2.66
Time value: 0.58
Break-even: 3,858.40
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.39
Spread abs.: 0.07
Spread %: 13.62%
Delta: 0.28
Theta: -0.71
Omega: 17.00
Rho: 2.48
 

Quote data

Open: 0.668
High: 0.668
Low: 0.668
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.91%
1 Month
  -42.91%
3 Months  
+81.52%
YTD
  -17.22%
1 Year
  -45.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.668
1M High / 1M Low: 1.360 0.668
6M High / 6M Low: 1.360 0.274
High (YTD): 2024-05-21 1.360
Low (YTD): 2024-03-05 0.274
52W High: 2024-05-21 1.360
52W Low: 2023-10-27 0.240
Avg. price 1W:   0.859
Avg. volume 1W:   0.000
Avg. price 1M:   1.094
Avg. volume 1M:   0.000
Avg. price 6M:   0.711
Avg. volume 6M:   0.000
Avg. price 1Y:   0.725
Avg. volume 1Y:   0.000
Volatility 1M:   215.90%
Volatility 6M:   172.24%
Volatility 1Y:   165.31%
Volatility 3Y:   -