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RBI Call/Wienerberger 23-24/  AT0000A33KW9  /

Wien OS
2024-06-18  12:03:19 PM Chg.-0.009 Bid5:29:29 PM Ask5:29:29 PM Underlying Strike price Expiration date Option type
0.477EUR -1.85% -
Bid Size: -		 -
Ask Size: -		 WIENERBERGER 31.00 - 2024-09-20 Call
 

Master data

WKN: RC084W
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 31.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.96
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.29
Implied volatility: 0.46
Historic volatility: 0.22
Parity: 0.29
Time value: 0.20
Break-even: 35.87
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.10%
Delta: 0.70
Theta: -0.02
Omega: 4.90
Rho: 0.05
 

Quote data

Open: 0.496
High: 0.496
Low: 0.477
Previous Close: 0.486
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+4.61%
1 Month
  -13.43%
3 Months  
+48.14%
YTD  
+114.86%
1 Year  
+74.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.506 0.448
1M High / 1M Low: 0.573 0.425
6M High / 6M Low: 0.586 0.118
High (YTD): 2024-05-15 0.586
Low (YTD): 2024-01-18 0.118
52W High: 2024-05-15 0.586
52W Low: 2023-10-25 0.032
Avg. price 1W:   0.469
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   0.342
Avg. volume 6M:   32
Avg. price 1Y:   0.240
Avg. volume 1Y:   15.810
Volatility 1M:   104.05%
Volatility 6M:   125.28%
Volatility 1Y:   147.91%
Volatility 3Y:   -