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RBI Call 30 VNRGF 20.09.2024/  AT0000A33RJ1  /

EUWAX
2024-07-24  9:15:09 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.114EUR - -
Bid Size: -		 -
Ask Size: -		 Vienna Insurance Gro... 30.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.96
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.03
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.03
Time value: 0.11
Break-even: 31.38
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 16.95%
Delta: 0.58
Theta: -0.01
Omega: 12.84
Rho: 0.03
 

Quote data

Open: 0.114
High: 0.114
Low: 0.114
Previous Close: 0.124
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.19%
1 Month  
+17.53%
3 Months  
+6.54%
YTD  
+58.33%
1 Year  
+65.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.161 0.114
1M High / 1M Low: 0.167 0.096
6M High / 6M Low: 0.180 0.038
High (YTD): 2024-05-17 0.180
Low (YTD): 2024-02-15 0.038
52W High: 2024-05-17 0.180
52W Low: 2024-02-15 0.038
Avg. price 1W:   0.137
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.099
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   179.49%
Volatility 6M:   162.59%
Volatility 1Y:   161.62%
Volatility 3Y:   -