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RBI Call 40 ROS 20.09.2024/  AT0000A33K83  /

EUWAX
2024-06-17  9:16:08 AM Chg.+0.009 Bid9:38:51 AM Ask9:38:51 AM Underlying Strike price Expiration date Option type
0.105EUR +9.38% 0.111
Bid Size: 10,000		 0.131
Ask Size: 10,000		 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: 27.67
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -0.43
Time value: 0.13
Break-even: 41.29
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.75
Spread abs.: 0.02
Spread %: 18.35%
Delta: 0.32
Theta: -0.01
Omega: 8.95
Rho: 0.03
 

Quote data

Open: 0.105
High: 0.105
Low: 0.105
Previous Close: 0.096
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.06%
1 Month  
+98.11%
3 Months  
+288.89%
YTD  
+64.06%
1 Year
  -58.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.142 0.077
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:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.109
Avg. volume 1Y:   0.000
Volatility 1M:   682.81%
Volatility 6M:   354.63%
Volatility 1Y:   263.92%
Volatility 3Y:   -