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RBI Call/Frequentis 23-24/  AT0000A33JN0  /

Wien OS
5/14/2024  9:15:01 AM Chg.0.000 Bid12:03:27 PM Ask12:03:27 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 36.00 - 9/20/2024 Call
 

Master data

WKN: RC083N
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 131.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -0.97
Time value: 0.02
Break-even: 36.20
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 1.47
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.09
Theta: 0.00
Omega: 11.45
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -94.44%
3 Months
  -96.15%
YTD
  -98.28%
1 Year
  -99.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.008 0.001
6M High / 6M Low: 0.110 0.001
High (YTD): 1/4/2024 0.063
Low (YTD): 5/13/2024 0.001
52W High: 5/22/2023 0.272
52W Low: 5/13/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.037
Avg. volume 6M:   0.000
Avg. price 1Y:   0.105
Avg. volume 1Y:   0.000
Volatility 1M:   840.08%
Volatility 6M:   523.82%
Volatility 1Y:   383.51%
Volatility 3Y:   -