RBI Call/Frequentis 23-24
/ AT0000A33JM2
RBI Call/Frequentis 23-24/ AT0000A33JM2 /
| 6/19/2024 9:15:01 AM |
Chg.-0.009 |
Bid5:29:08 PM |
Ask5:29:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
-20.45% |
-
Bid Size: - |
-
Ask Size: - |
FREQUENTIS AG |
34.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
52.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-0.47 |
| Time value: |
0.06 |
| Break-even: |
34.56 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.02 |
| Spread %: |
55.56% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
11.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.035 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
PT |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
+250.00% |
| 3 Months |
|
|
+52.17% |
| YTD |
|
|
-61.11% |
| 1 Year |
|
|
-84.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.035 |
| 1M High / 1M Low: |
0.064 |
0.010 |
| 6M High / 6M Low: |
0.107 |
0.005 |
| High (YTD): |
1/4/2024 |
0.097 |
| Low (YTD): |
5/15/2024 |
0.005 |
| 52W High: |
9/12/2023 |
0.286 |
| 52W Low: |
5/15/2024 |
0.005 |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.039 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.114 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
344.02% |
| Volatility 6M: |
|
300.34% |
| Volatility 1Y: |
|
232.13% |
| Volatility 3Y: |
|
- |
