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RBI Call 28 VNRGF 20.09.2024/  AT0000A33RH5  /

EUWAX
2024-07-24  9:15:09 AM Chg.-0.013 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.252EUR -4.91% -
Bid Size: -		 -
Ask Size: -		 Vienna Insurance Gro... 28.00 - 2024-09-20 Call
 

Master data

WKN: RC089H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Vienna Insurance Group
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.98
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.23
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.23
Time value: 0.05
Break-even: 30.76
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 7.81%
Delta: 0.82
Theta: -0.01
Omega: 9.01
Rho: 0.04
 

Quote data

Open: 0.252
High: 0.252
Low: 0.252
Previous Close: 0.265
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month  
+20.00%
3 Months  
+20.00%
YTD  
+98.43%
1 Year  
+125.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.312 0.252
1M High / 1M Low: 0.318 0.209
6M High / 6M Low: 0.351 0.080
High (YTD): 2024-05-23 0.351
Low (YTD): 2024-02-15 0.080
52W High: 2024-05-23 0.351
52W Low: 2024-02-15 0.080
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   102.362
Avg. price 1Y:   0.163
Avg. volume 1Y:   50.980
Volatility 1M:   124.61%
Volatility 6M:   133.40%
Volatility 1Y:   134.81%
Volatility 3Y:   -