RBI Call 39 VAS 20.09.2024/  AT0000A33KR9  /

EUWAX
2024-05-16  9:16:27 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 39.00 - 2024-09-20 Call
 

Master data

WKN: RC084R
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 39.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 128.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.24
Parity: -1.33
Time value: 0.02
Break-even: 39.20
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 2.37
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.07
Theta: 0.00
Omega: 9.58
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -87.50%
YTD
  -97.50%
1 Year
  -99.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.055 0.001
High (YTD): 2024-01-02 0.036
Low (YTD): 2024-05-15 0.001
52W High: 2023-06-14 0.195
52W Low: 2024-05-15 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.015
Avg. volume 6M:   0.000
Avg. price 1Y:   0.049
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   542.36%
Volatility 1Y:   407.81%
Volatility 3Y:   -