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RBI Call/Frequentis 23-24/  AT0000A33JN0  /

Wien OS
2024-06-18  9:15:01 AM Chg.+0.003 Bid5:12:53 PM Ask5:12:53 PM Underlying Strike price Expiration date Option type
0.017EUR +21.43% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 36.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 78.95
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.60
Time value: 0.04
Break-even: 36.38
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 1.11
Spread abs.: 0.02
Spread %: 111.11%
Delta: 0.16
Theta: -0.01
Omega: 12.65
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.014
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month  
+1600.00%
3 Months  
+112.50%
YTD
  -70.69%
1 Year
  -91.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.013
1M High / 1M Low: 0.029 0.001
6M High / 6M Low: 0.071 0.001
High (YTD): 2024-01-04 0.063
Low (YTD): 2024-05-23 0.001
52W High: 2023-09-12 0.222
52W Low: 2024-05-23 0.001
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.022
Avg. volume 6M:   0.000
Avg. price 1Y:   0.085
Avg. volume 1Y:   0.000
Volatility 1M:   1,215.75%
Volatility 6M:   714.96%
Volatility 1Y:   516.48%
Volatility 3Y:   -