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RBI Call/Frequentis 23-24/  AT0000A33JN0  /

Wien OS
6/20/2024  9:15:01 AM Chg.+0.003 Bid3:54:21 PM Ask3:54:21 PM Underlying Strike price Expiration date Option type
0.014EUR +27.27% -
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: 92.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -0.65
Time value: 0.03
Break-even: 36.32
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.28
Spread abs.: 0.02
Spread %: 166.67%
Delta: 0.14
Theta: -0.01
Omega: 12.89
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.011
Turnover: -
Market phase: PT
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+1300.00%
3 Months  
+75.00%
YTD
  -75.86%
1 Year
  -92.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.011
1M High / 1M Low: 0.029 0.001
6M High / 6M Low: 0.063 0.001
High (YTD): 1/4/2024 0.063
Low (YTD): 5/23/2024 0.001
52W High: 9/12/2023 0.222
52W Low: 5/23/2024 0.001
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.020
Avg. volume 6M:   0.000
Avg. price 1Y:   0.083
Avg. volume 1Y:   0.000
Volatility 1M:   1,173.30%
Volatility 6M:   716.22%
Volatility 1Y:   517.51%
Volatility 3Y:   -