RBI Call/Post 23-24/  AT0000A33LU1  /

Wien OS
5/17/2024  5:01:54 PM Chg.-0.008 Bid5:28:59 PM Ask5:28:59 PM Underlying Strike price Expiration date Option type
0.065EUR -10.96% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 34.00 - 9/20/2024 Call
 

Master data

WKN: RC085H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 9/20/2024
Issue date: 4/5/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.50
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -0.21
Time value: 0.09
Break-even: 34.90
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 28.57%
Delta: 0.36
Theta: -0.01
Omega: 12.95
Rho: 0.04
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.073
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month  
+20.37%
3 Months  
+22.64%
YTD
  -57.24%
1 Year
  -78.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.065
1M High / 1M Low: 0.090 0.025
6M High / 6M Low: 0.173 0.025
High (YTD): 1/2/2024 0.159
Low (YTD): 5/7/2024 0.025
52W High: 6/2/2023 0.334
52W Low: 5/7/2024 0.025
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   0.169
Avg. volume 1Y:   0.000
Volatility 1M:   990.49%
Volatility 6M:   381.62%
Volatility 1Y:   277.53%
Volatility 3Y:   -