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RBI Call 3900 ATX 20.09.2024/  AT0000A33DD4  /

EUWAX
6/10/2024  9:16:53 AM Chg.-0.204 Bid12:03:23 PM Ask12:03:23 PM Underlying Strike price Expiration date Option type
0.548EUR -27.13% 0.558
Bid Size: 10,000		 0.628
Ask Size: 10,000		 ATX 3,900.00 - 9/20/2024 Call
 

Master data

WKN: RC08YH
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,900.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 49.51
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.11
Parity: -2.41
Time value: 0.74
Break-even: 3,973.90
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.34
Spread abs.: 0.07
Spread %: 10.46%
Delta: 0.32
Theta: -0.77
Omega: 15.81
Rho: 3.06
 

Quote data

Open: 0.548
High: 0.548
Low: 0.548
Previous Close: 0.752
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.24%
1 Month
  -29.20%
3 Months  
+168.63%
YTD
  -4.53%
1 Year
  -43.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.797 0.601
1M High / 1M Low: 0.940 0.580
6M High / 6M Low: 0.940 0.156
High (YTD): 5/21/2024 0.940
Low (YTD): 3/5/2024 0.156
52W High: 6/14/2023 1.090
52W Low: 3/5/2024 0.156
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.768
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.523
Avg. volume 1Y:   0.000
Volatility 1M:   203.56%
Volatility 6M:   188.95%
Volatility 1Y:   181.01%
Volatility 3Y:   -