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RBI Call 4000 ATX 20.09.2024/  AT0000A33DC6  /

EUWAX
2024-06-19  9:16:07 AM Chg.+0.017 Bid2:01:31 PM Ask2:01:31 PM Underlying Strike price Expiration date Option type
0.195EUR +9.55% 0.215
Bid Size: 10,000		 0.285
Ask Size: 10,000		 ATX 4,000.00 - 2024-09-20 Call
 

Master data

WKN: RC08YG
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 4,000.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 180.38
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.11
Parity: -4.10
Time value: 0.20
Break-even: 4,019.90
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.56
Spread abs.: 0.07
Spread %: 54.26%
Delta: 0.13
Theta: -0.40
Omega: 24.01
Rho: 1.17
 

Quote data

Open: 0.195
High: 0.195
Low: 0.195
Previous Close: 0.178
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.85%
1 Month
  -58.51%
3 Months  
+40.29%
YTD
  -50.76%
1 Year
  -72.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.339 0.152
1M High / 1M Low: 0.605 0.152
6M High / 6M Low: 0.605 0.079
High (YTD): 2024-05-21 0.605
Low (YTD): 2024-03-05 0.079
52W High: 2023-07-31 0.850
52W Low: 2024-03-05 0.079
Avg. price 1W:   0.229
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   6
Avg. price 1Y:   0.355
Avg. volume 1Y:   3.922
Volatility 1M:   310.81%
Volatility 6M:   239.78%
Volatility 1Y:   214.57%
Volatility 3Y:   -