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RBI Call/Frequentis 23-24/  AT0000A33JL4  /

Wien OS
2024-06-19  9:15:01 AM Chg.-0.015 Bid9:18:34 AM Ask9:18:34 AM Underlying Strike price Expiration date Option type
0.080EUR -15.79% 0.082
Bid Size: 10,000		 0.102
Ask Size: 10,000		 FREQUENTIS AG 32.00 - 2024-09-20 Call
 

Master data

WKN: RC083L
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.42
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.20
Time value: 0.12
Break-even: 33.18
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 20.41%
Delta: 0.39
Theta: -0.01
Omega: 9.93
Rho: 0.03
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.095
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -1.23%
1 Month  
+142.42%
3 Months  
+73.91%
YTD
  -42.45%
1 Year
  -74.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.081
1M High / 1M Low: 0.125 0.033
6M High / 6M Low: 0.160 0.023
High (YTD): 2024-01-04 0.149
Low (YTD): 2024-05-15 0.023
52W High: 2023-09-12 0.371
52W Low: 2024-05-15 0.023
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   13.780
Volatility 1M:   237.41%
Volatility 6M:   205.70%
Volatility 1Y:   167.00%
Volatility 3Y:   -