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RBI Call 37 ROS 20.09.2024/  AT0000A33K75  /

EUWAX
7/10/2024  9:48:02 AM Chg.-0.016 Bid5:30:01 PM Ask5:30:01 PM Underlying Strike price Expiration date Option type
0.208EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 37.00 - 9/20/2024 Call
 

Master data

WKN: RC0837
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.65
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.29
Parity: -0.10
Time value: 0.23
Break-even: 39.30
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.56
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.49
Theta: -0.02
Omega: 7.71
Rho: 0.03
 

Quote data

Open: 0.208
High: 0.208
Low: 0.208
Previous Close: 0.224
Turnover: 2,080
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.69%
1 Month
  -17.79%
3 Months  
+278.18%
YTD  
+92.59%
1 Year
  -16.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.241 0.161
1M High / 1M Low: 0.262 0.140
6M High / 6M Low: 0.262 0.040
High (YTD): 6/24/2024 0.262
Low (YTD): 3/20/2024 0.040
52W High: 8/17/2023 0.330
52W Low: 3/20/2024 0.040
Avg. price 1W:   0.205
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   454.545
Avg. price 6M:   0.114
Avg. volume 6M:   78.740
Avg. price 1Y:   0.162
Avg. volume 1Y:   39.216
Volatility 1M:   293.30%
Volatility 6M:   277.96%
Volatility 1Y:   209.86%
Volatility 3Y:   -