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RBI Call 40 ROS 20.09.2024/  AT0000A33K83  /

EUWAX
2024-06-21  9:16:02 AM Chg.+0.044 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.117EUR +60.27% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 40.00 - 2024-09-20 Call
 

Master data

WKN: RC0838
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.11
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -0.35
Time value: 0.11
Break-even: 41.07
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 22.99%
Delta: 0.32
Theta: -0.01
Omega: 10.93
Rho: 0.03
 

Quote data

Open: 0.117
High: 0.117
Low: 0.117
Previous Close: 0.073
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.43%
1 Month  
+172.09%
3 Months  
+631.25%
YTD  
+82.81%
1 Year
  -40.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.117 0.066
1M High / 1M Low: 0.142 0.020
6M High / 6M Low: 0.142 0.016
High (YTD): 2024-06-10 0.142
Low (YTD): 2024-03-22 0.016
52W High: 2023-08-17 0.240
52W Low: 2024-03-22 0.016
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.056
Avg. volume 6M:   0.000
Avg. price 1Y:   0.107
Avg. volume 1Y:   0.000
Volatility 1M:   711.81%
Volatility 6M:   368.70%
Volatility 1Y:   271.68%
Volatility 3Y:   -