RBI Call/Frequentis 23-24
/ AT0000A33JM2
RBI Call/Frequentis 23-24/ AT0000A33JM2 /
| 05/06/2024 09:15:01 |
Chg.-0.011 |
Bid17:29:55 |
Ask17:29:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-21.57% |
-
Bid Size: - |
-
Ask Size: - |
FREQUENTIS AG |
34.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
RC083M |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
FREQUENTIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-0.42 |
| Time value: |
0.06 |
| Break-even: |
34.63 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.02 |
| Spread %: |
46.51% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
11.58 |
| Rho: |
0.02 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.051 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+185.71% |
| 3 Months |
|
|
+135.29% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
-81.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.032 |
| 1M High / 1M Low: |
0.051 |
0.005 |
| 6M High / 6M Low: |
0.129 |
0.005 |
| High (YTD): |
04/01/2024 |
0.097 |
| Low (YTD): |
15/05/2024 |
0.005 |
| 52W High: |
12/06/2023 |
0.312 |
| 52W Low: |
15/05/2024 |
0.005 |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.123 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
451.59% |
| Volatility 6M: |
|
294.64% |
| Volatility 1Y: |
|
228.31% |
| Volatility 3Y: |
|
- |
