OverviewChartNewsTraderScreen

RBI Call 37 ROS 20.09.2024/  AT0000A33K75  /

EUWAX
8/15/2024  9:15:32 AM Chg.+0.013 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.206EUR +6.74% -
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: 36.00
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.08
Implied volatility: 0.09
Historic volatility: 0.30
Parity: 0.08
Time value: 0.03
Break-even: 38.05
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 23.53%
Delta: 0.81
Theta: -0.01
Omega: 29.12
Rho: 0.03
 

Quote data

Open: 0.206
High: 0.206
Low: 0.206
Previous Close: 0.193
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+131.46%
1 Month  
+6.19%
3 Months  
+100.00%
YTD  
+90.74%
1 Year
  -26.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.206 0.089
1M High / 1M Low: 0.216 0.072
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:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.120
Avg. volume 6M:   157.480
Avg. price 1Y:   0.153
Avg. volume 1Y:   78.431
Volatility 1M:   288.42%
Volatility 6M:   291.83%
Volatility 1Y:   225.06%
Volatility 3Y:   -