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RBI Call 37 ROS 20.09.2024/  AT0000A33K75  /

EUWAX
02/08/2024  09:15:34 Chg.-0.017 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.120EUR -12.41% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 37.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.40
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.29
Parity: -0.11
Time value: 0.14
Break-even: 38.36
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.66
Spread abs.: 0.02
Spread %: 17.24%
Delta: 0.44
Theta: -0.02
Omega: 11.68
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.137
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.14%
1 Month
  -50.21%
3 Months  
+71.43%
YTD  
+11.11%
1 Year
  -47.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.145 0.114
1M High / 1M Low: 0.241 0.114
6M High / 6M Low: 0.262 0.040
High (YTD): 24/06/2024 0.262
Low (YTD): 20/03/2024 0.040
52W High: 17/08/2023 0.330
52W Low: 20/03/2024 0.040
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   434.783
Avg. price 6M:   0.119
Avg. volume 6M:   157.480
Avg. price 1Y:   0.157
Avg. volume 1Y:   78.431
Volatility 1M:   226.40%
Volatility 6M:   280.54%
Volatility 1Y:   215.09%
Volatility 3Y:   -