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RBI Call 30 VNRGF 20.09.2024/  AT0000A33RJ1  /

EUWAX
2024-07-04  9:15:05 AM Chg.-0.013 Bid5:30:01 PM Ask5:30:01 PM Underlying Strike price Expiration date Option type
0.149EUR -8.02% -
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: 18.11
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.03
Implied volatility: 0.26
Historic volatility: 0.16
Parity: 0.03
Time value: 0.14
Break-even: 31.67
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 13.61%
Delta: 0.58
Theta: -0.01
Omega: 10.46
Rho: 0.03
 

Quote data

Open: 0.149
High: 0.149
Low: 0.149
Previous Close: 0.162
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.90%
1 Month  
+22.13%
3 Months  
+44.66%
YTD  
+106.94%
1 Year  
+115.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.162 0.105
1M High / 1M Low: 0.162 0.068
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:   0.139
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.091
Avg. volume 6M:   0.000
Avg. price 1Y:   0.084
Avg. volume 1Y:   0.000
Volatility 1M:   203.24%
Volatility 6M:   158.66%
Volatility 1Y:   161.07%
Volatility 3Y:   -