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RBI Call/Frequentis 23-24/  AT0000A33JL4  /

Wien OS
2024-06-20  9:15:01 AM Chg.+0.010 Bid12:03:20 PM Ask12:03:20 PM Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.086
Bid Size: 10,000		 0.106
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: 28.92
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.25
Time value: 0.10
Break-even: 33.02
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.56
Spread abs.: 0.02
Spread %: 24.39%
Delta: 0.35
Theta: -0.01
Omega: 10.20
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.080
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+172.73%
3 Months  
+83.67%
YTD
  -35.25%
1 Year
  -68.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.080
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:   0.164
Avg. volume 1Y:   13.780
Volatility 1M:   243.27%
Volatility 6M:   205.40%
Volatility 1Y:   167.54%
Volatility 3Y:   -