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RBI Call 34 ROS 20.09.2024/  AT0000A33K67  /

EUWAX
6/28/2024  9:16:03 AM Chg.+0.023 Bid3:43:26 PM Ask3:43:26 PM Underlying Strike price Expiration date Option type
0.398EUR +6.13% 0.348
Bid Size: 10,000		 0.368
Ask Size: 10,000		 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: 9.20
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.15
Implied volatility: 0.44
Historic volatility: 0.28
Parity: 0.15
Time value: 0.24
Break-even: 37.86
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 5.46%
Delta: 0.64
Theta: -0.02
Omega: 5.86
Rho: 0.04
 

Quote data

Open: 0.398
High: 0.398
Low: 0.398
Previous Close: 0.375
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.13%
1 Month  
+168.92%
3 Months  
+265.14%
YTD  
+131.40%
1 Year  
+13.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.432 0.370
1M High / 1M Low: 0.432 0.121
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:   0.387
Avg. volume 1W:   40
Avg. price 1M:   0.278
Avg. volume 1M:   8.696
Avg. price 6M:   0.188
Avg. volume 6M:   1.575
Avg. price 1Y:   0.247
Avg. volume 1Y:   .784
Volatility 1M:   357.00%
Volatility 6M:   213.21%
Volatility 1Y:   165.43%
Volatility 3Y:   -