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RBI Call 34 ROS 20.09.2024/  AT0000A33K67  /

EUWAX
7/8/2024  9:39:58 AM Chg.+0.017 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.318EUR +5.65% -
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: 10.80
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.13
Implied volatility: 0.39
Historic volatility: 0.29
Parity: 0.13
Time value: 0.20
Break-even: 37.27
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 6.51%
Delta: 0.63
Theta: -0.02
Omega: 6.85
Rho: 0.04
 

Quote data

Open: 0.318
High: 0.318
Low: 0.318
Previous Close: 0.301
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.91%
1 Month
  -10.17%
3 Months  
+186.49%
YTD  
+84.88%
1 Year
  -9.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.301
1M High / 1M Low: 0.432 0.259
6M High / 6M Low: 0.432 0.083
High (YTD): 6/24/2024 0.432
Low (YTD): 3/22/2024 0.083
52W High: 6/24/2024 0.432
52W Low: 3/22/2024 0.083
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.348
Avg. volume 1M:   9.524
Avg. price 6M:   0.197
Avg. volume 6M:   1.575
Avg. price 1Y:   0.246
Avg. volume 1Y:   .787
Volatility 1M:   222.66%
Volatility 6M:   216.68%
Volatility 1Y:   167.05%
Volatility 3Y:   -