RBI Call/VIG 23-24/ AT0000A33RJ1 /
18/06/2024 09:15:01 | Chg.+0.009 | Bid16:46:43 | Ask16:46:43 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.075EUR | +13.64% | - Bid Size: - |
- Ask Size: - |
Vienna Insurance Gro... | 30.00 - | 20/09/2024 | Call |
Master data
WKN: | RC089J |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Vienna Insurance Group |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 20/09/2024 |
Issue date: | 19/04/2023 |
Last trading day: | 19/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 34.70 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.16 |
Parity: | -0.16 |
Time value: | 0.08 |
Break-even: | 30.82 |
Moneyness: | 0.95 |
Premium: | 0.08 |
Premium p.a.: | 0.36 |
Spread abs.: | 0.02 |
Spread %: | 32.26% |
Delta: | 0.38 |
Theta: | -0.01 |
Omega: | 13.07 |
Rho: | 0.03 |
Quote data
Open: | 0.075 |
---|---|
High: | 0.075 |
Low: | 0.075 |
Previous Close: | 0.066 |
Turnover: | - |
Market phase: | PT |
All quotes in EUR
Performance
1 Week | -20.21% | ||
---|---|---|---|
1 Month | -56.14% | ||
3 Months | -7.41% | ||
YTD | +4.17% | ||
1 Year | -9.64% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.102 | 0.066 |
---|---|---|
1M High / 1M Low: | 0.185 | 0.066 |
6M High / 6M Low: | 0.185 | 0.036 |
High (YTD): | 27/05/2024 | 0.185 |
Low (YTD): | 09/02/2024 | 0.036 |
52W High: | 27/05/2024 | 0.185 |
52W Low: | 09/02/2024 | 0.036 |
Avg. price 1W: | 0.084 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.128 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.091 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.084 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 190.66% | |
Volatility 6M: | 151.10% | |
Volatility 1Y: | 151.65% | |
Volatility 3Y: | - |