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RBI Call/Frequentis 23-24/  AT0000A33JK6  /

Wien OS
2024-05-30  9:15:01 AM Chg.+0.001 Bid5:26:19 PM Ask5:26:19 PM Underlying Strike price Expiration date Option type
0.136EUR +0.74% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 30.00 - 2024-09-20 Call
 

Master data

WKN: RC083K
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.45
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.14
Time value: 0.16
Break-even: 31.55
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 14.81%
Delta: 0.45
Theta: -0.01
Omega: 8.35
Rho: 0.04
 

Quote data

Open: 0.136
High: 0.136
Low: 0.136
Previous Close: 0.135
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+67.90%
1 Month  
+37.37%
3 Months  
+61.90%
YTD
  -33.66%
1 Year
  -62.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.165 0.081
1M High / 1M Low: 0.165 0.060
6M High / 6M Low: 0.263 0.060
High (YTD): 2024-01-04 0.218
Low (YTD): 2024-05-16 0.060
52W High: 2023-06-12 0.490
52W Low: 2024-05-16 0.060
Avg. price 1W:   0.119
Avg. volume 1W:   800
Avg. price 1M:   0.087
Avg. volume 1M:   380.952
Avg. price 6M:   0.134
Avg. volume 6M:   112.903
Avg. price 1Y:   0.245
Avg. volume 1Y:   55.118
Volatility 1M:   226.79%
Volatility 6M:   172.48%
Volatility 1Y:   144.45%
Volatility 3Y:   -