OverviewChartNewsTraderScreen

RBI Call 34 ROS 20.09.2024/  AT0000A33K67  /

EUWAX
9/6/2024  9:15:33 AM Chg.-0.102 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.376EUR -21.34% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 34.00 - 9/20/2024 Call
 

Master data

WKN: RC0836
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.37
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.40
Implied volatility: 0.66
Historic volatility: 0.31
Parity: 0.40
Time value: 0.05
Break-even: 38.54
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 4.61%
Delta: 0.82
Theta: -0.05
Omega: 6.90
Rho: 0.01
 

Quote data

Open: 0.376
High: 0.376
Low: 0.376
Previous Close: 0.478
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.89%
1 Month  
+91.84%
3 Months  
+40.30%
YTD  
+118.60%
1 Year
  -1.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.708 0.478
1M High / 1M Low: 0.909 0.196
6M High / 6M Low: 0.909 0.083
High (YTD): 8/27/2024 0.909
Low (YTD): 3/22/2024 0.083
52W High: 8/27/2024 0.909
52W Low: 3/22/2024 0.083
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.526
Avg. volume 1M:   22.609
Avg. price 6M:   0.275
Avg. volume 6M:   7.132
Avg. price 1Y:   0.261
Avg. volume 1Y:   3.608
Volatility 1M:   242.42%
Volatility 6M:   230.10%
Volatility 1Y:   185.42%
Volatility 3Y:   -