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RBI Call 30 VNRGF 20.09.2024/  AT0000A33RJ1  /

EUWAX
25/07/2024  09:15:07 Chg.-0.030 Bid10:35:49 Ask10:35:49 Underlying Strike price Expiration date Option type
0.084EUR -26.32% 0.070
Bid Size: 10,000		 0.090
Ask Size: 10,000		 Vienna Insurance Gro... 30.00 - 20/09/2024 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: 20/09/2024
Issue date: 19/04/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.60
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -0.01
Time value: 0.12
Break-even: 31.17
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 20.62%
Delta: 0.54
Theta: -0.01
Omega: 13.71
Rho: 0.02
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.114
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.83%
1 Month
  -13.40%
3 Months
  -21.50%
YTD  
+16.67%
1 Year  
+21.74%
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): 17/05/2024 0.180
Low (YTD): 15/02/2024 0.038
52W High: 17/05/2024 0.180
52W Low: 15/02/2024 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:   -