RBI Call/Uniqa 23-25/  AT0000A379M5  /

Wien OS
2024-06-14  12:07:48 PM Chg.+0.007 Bid5:26:20 PM Ask5:26:20 PM Underlying Strike price Expiration date Option type
0.144EUR +5.11% -
Bid Size: -
-
Ask Size: -
UNIQA INSURANCE GROU... 6.50 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6Z
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: UNIQA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 6.50 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.22
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.11
Implied volatility: 0.25
Historic volatility: 0.10
Parity: 0.11
Time value: 0.03
Break-even: 7.96
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 7.35%
Delta: 0.83
Theta: 0.00
Omega: 4.35
Rho: 0.04
 

Quote data

Open: 0.148
High: 0.148
Low: 0.144
Previous Close: 0.137
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.79%
1 Month
  -16.76%
3 Months
  -10.00%
YTD  
+18.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.137
1M High / 1M Low: 0.175 0.137
6M High / 6M Low: 0.180 0.113
High (YTD): 2024-04-30 0.180
Low (YTD): 2024-01-17 0.118
52W High: - -
52W Low: - -
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.34%
Volatility 6M:   51.35%
Volatility 1Y:   -
Volatility 3Y:   -