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RBI Call 75.4236 OEWA 20.09.2024/  AT0000A36E21  /

EUWAX
2024-06-03  9:16:35 AM Chg.+0.060 Bid5:10:56 PM Ask5:10:56 PM Underlying Strike price Expiration date Option type
0.576EUR +11.63% 0.636
Bid Size: 10,000		 0.666
Ask Size: 10,000		 VERBUND AG INH... 75.4236 EUR 2024-09-20 Call
 

Master data

WKN: RC1AX2
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 75.42 EUR
Maturity: 2024-09-20
Issue date: 2023-07-20
Last trading day: 2024-09-19
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 13.29
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.04
Implied volatility: 0.31
Historic volatility: 0.27
Parity: 0.04
Time value: 0.54
Break-even: 81.13
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 5.50%
Delta: 0.57
Theta: -0.03
Omega: 7.59
Rho: 0.11
 

Quote data

Open: 0.576
High: 0.576
Low: 0.576
Previous Close: 0.516
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.30%
1 Month  
+45.09%
3 Months  
+131.33%
YTD
  -56.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.527 0.480
1M High / 1M Low: 0.668 0.295
6M High / 6M Low: 1.730 0.112
High (YTD): 2024-01-10 1.500
Low (YTD): 2024-04-03 0.112
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   0.597
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.01%
Volatility 6M:   226.52%
Volatility 1Y:   -
Volatility 3Y:   -