RBI Call/VIG 23-24/ AT0000A33RJ1 /
| 6/19/2024 9:15:01 AM | Chg.+0.001 | Bid9:58:21 AM | Ask9:58:21 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.076EUR | +1.33% | 0.074 Bid Size: 10,000 |
0.094 Ask Size: 10,000 |
Vienna Insurance Gro... | 30.00 - | 9/20/2024 | 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: | 9/20/2024 |
| Issue date: | 4/19/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.16 |
| Parity: | -0.13 |
| Time value: | 0.10 |
| Break-even: | 30.97 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.02 |
| Spread %: | 25.97% |
| Delta: | 0.41 |
| Theta: | -0.01 |
| Omega: | 12.28 |
| Rho: | 0.03 |
Quote data
| Open: | 0.076 |
|---|---|
| High: | 0.076 |
| Low: | 0.076 |
| Previous Close: | 0.075 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -19.15% | ||
|---|---|---|---|
| 1 Month | -55.56% | ||
| 3 Months | -6.17% | ||
| YTD | +5.56% | ||
| 1 Year | -8.43% | ||
| 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): | 5/27/2024 | 0.185 |
| Low (YTD): | 2/9/2024 | 0.036 |
| 52W High: | 5/27/2024 | 0.185 |
| 52W Low: | 2/9/2024 | 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: | - |
