RBI Call 40 FGWLF 20.09.2024/  AT0000A33KH0  /

EUWAX
7/24/2024  9:15:37 AM Chg.0.00 Bid1:18:22 PM Ask1:18:22 PM Underlying Strike price Expiration date Option type
1.14EUR 0.00% 1.10
Bid Size: 10,000
1.12
Ask Size: 10,000
Flughafen Wien AG 40.00 - 9/20/2024 Call
 

Master data

WKN: RC084H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Flughafen Wien AG
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.08
Implied volatility: 0.53
Historic volatility: 0.20
Parity: 1.08
Time value: 0.08
Break-even: 51.60
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.75%
Delta: 0.90
Theta: -0.02
Omega: 3.93
Rho: 0.05
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.54%
3 Months  
+9.62%
YTD
  -8.06%
1 Year  
+11.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 1.08
1M High / 1M Low: 1.14 1.02
6M High / 6M Low: 1.17 0.85
High (YTD): 1/19/2024 1.22
Low (YTD): 6/6/2024 0.85
52W High: 10/9/2023 1.35
52W Low: 6/6/2024 0.85
Avg. price 1W:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.05
Avg. volume 6M:   0.00
Avg. price 1Y:   1.07
Avg. volume 1Y:   1.60
Volatility 1M:   65.21%
Volatility 6M:   54.75%
Volatility 1Y:   53.31%
Volatility 3Y:   -