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RBI Call/Frequentis 23-24/  AT0000A33JN0  /

Wien OS
5/31/2024  9:15:01 AM Chg.+0.002 Bid5:29:55 PM Ask5:29:55 PM Underlying Strike price Expiration date Option type
0.013EUR +18.18% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 36.00 - 9/20/2024 Call
 

Master data

WKN: RC083N
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 86.47
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.66
Time value: 0.03
Break-even: 36.34
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 1.00
Spread abs.: 0.02
Spread %: 142.86%
Delta: 0.14
Theta: -0.01
Omega: 12.52
Rho: 0.01
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.011
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+225.00%
1 Month  
+85.71%
3 Months  
+225.00%
YTD
  -77.59%
1 Year
  -92.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.004
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 0.088 0.001
High (YTD): 1/4/2024 0.063
Low (YTD): 5/23/2024 0.001
52W High: 6/12/2023 0.249
52W Low: 5/23/2024 0.001
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   0.094
Avg. volume 1Y:   0.000
Volatility 1M:   1,222.00%
Volatility 6M:   706.39%
Volatility 1Y:   510.45%
Volatility 3Y:   -