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RBI Call 7 FACC 20.09.2024/  AT0000A33LK2  /

EUWAX
2024-06-21  9:15:58 AM Chg.-0.002 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.108EUR -1.82% -
Bid Size: -		 -
Ask Size: -		 FACC AG INH.AKT. 7.00 - 2024-09-20 Call
 

Master data

WKN: RC0848
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FACC AG INH.AKT.
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 2024-09-20
Issue date: 2023-04-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.11
Implied volatility: 0.45
Historic volatility: 0.29
Parity: 0.11
Time value: 0.03
Break-even: 8.43
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 26.55%
Delta: 0.79
Theta: 0.00
Omega: 4.51
Rho: 0.01
 

Quote data

Open: 0.108
High: 0.108
Low: 0.108
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+96.36%
3 Months  
+620.00%
YTD  
+300.00%
1 Year  
+45.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.087
1M High / 1M Low: 0.140 0.046
6M High / 6M Low: 0.140 0.014
High (YTD): 2024-06-12 0.140
Low (YTD): 2024-03-25 0.014
52W High: 2024-06-12 0.140
52W Low: 2024-03-25 0.014
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.045
Avg. volume 1Y:   0.000
Volatility 1M:   294.76%
Volatility 6M:   289.41%
Volatility 1Y:   218.79%
Volatility 3Y:   -