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RBI Call/Frequentis 23-24/  AT0000A33JK6  /

Wien OS
2024-06-18  9:15:01 AM Chg.+0.011 Bid5:13:07 PM Ask5:13:07 PM Underlying Strike price Expiration date Option type
0.176EUR +6.67% -
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: 15.00
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: 0.00
Time value: 0.20
Break-even: 32.00
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.55
Theta: -0.01
Omega: 8.32
Rho: 0.04
 

Quote data

Open: 0.176
High: 0.176
Low: 0.176
Previous Close: 0.165
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.30%
1 Month  
+141.10%
3 Months  
+100.00%
YTD
  -14.15%
1 Year
  -58.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.182 0.153
1M High / 1M Low: 0.216 0.073
6M High / 6M Low: 0.231 0.060
High (YTD): 2024-01-04 0.218
Low (YTD): 2024-05-16 0.060
52W High: 2023-09-12 0.471
52W Low: 2024-05-16 0.060
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   190.476
Avg. price 6M:   0.127
Avg. volume 6M:   112
Avg. price 1Y:   0.233
Avg. volume 1Y:   55.336
Volatility 1M:   229.63%
Volatility 6M:   178.19%
Volatility 1Y:   145.46%
Volatility 3Y:   -