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RBI Call 37 ROS 20.09.2024/  AT0000A33K75  /

EUWAX
8/1/2024  9:16:01 AM Chg.-0.008 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.137EUR -5.52% -
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: 23.55
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -0.12
Time value: 0.15
Break-even: 38.52
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.71
Spread abs.: 0.02
Spread %: 15.15%
Delta: 0.45
Theta: -0.02
Omega: 10.51
Rho: 0.02
 

Quote data

Open: 0.137
High: 0.137
Low: 0.137
Previous Close: 0.145
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.46%
1 Month
  -32.18%
3 Months  
+87.67%
YTD  
+26.85%
1 Year
  -42.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.179 0.114
1M High / 1M Low: 0.241 0.114
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:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   869.565
Avg. price 6M:   0.119
Avg. volume 6M:   157.480
Avg. price 1Y:   0.158
Avg. volume 1Y:   78.431
Volatility 1M:   232.76%
Volatility 6M:   280.36%
Volatility 1Y:   214.68%
Volatility 3Y:   -