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RBI Call 4000 ATX 20.09.2024/  AT0000A33DC6  /

EUWAX
2024-06-10  9:16:53 AM Chg.-0.147 Bid12:10:57 PM Ask12:10:57 PM Underlying Strike price Expiration date Option type
0.309EUR -32.24% 0.316
Bid Size: 10,000		 0.386
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: 70.90
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.11
Parity: -3.41
Time value: 0.52
Break-even: 4,051.60
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.44
Spread abs.: 0.07
Spread %: 15.70%
Delta: 0.24
Theta: -0.67
Omega: 17.09
Rho: 2.32
 

Quote data

Open: 0.309
High: 0.309
Low: 0.309
Previous Close: 0.456
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.20%
1 Month
  -37.83%
3 Months  
+180.91%
YTD
  -21.97%
1 Year
  -60.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.492 0.348
1M High / 1M Low: 0.605 0.337
6M High / 6M Low: 0.605 0.079
High (YTD): 2024-05-21 0.605
Low (YTD): 2024-03-05 0.079
52W High: 2023-06-14 0.880
52W Low: 2024-03-05 0.079
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.477
Avg. volume 1M:   0.000
Avg. price 6M:   0.293
Avg. volume 6M:   8.065
Avg. price 1Y:   0.367
Avg. volume 1Y:   3.953
Volatility 1M:   245.23%
Volatility 6M:   223.44%
Volatility 1Y:   206.01%
Volatility 3Y:   -