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RBI Call 40 ROS 20.09.2024/  AT0000A33K83  /

EUWAX
7/9/2024  9:41:38 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.112EUR - -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 40.00 - 9/20/2024 Call
 

Master data

WKN: RC0838
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.59
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -0.34
Time value: 0.13
Break-even: 41.28
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.83
Spread abs.: 0.02
Spread %: 18.52%
Delta: 0.34
Theta: -0.02
Omega: 9.80
Rho: 0.02
 

Quote data

Open: 0.113
High: 0.113
Low: 0.112
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -21.13%
3 Months  
+366.67%
YTD  
+75.00%
1 Year
  -39.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.126 0.074
1M High / 1M Low: 0.144 0.066
6M High / 6M Low: 0.144 0.016
High (YTD): 6/24/2024 0.144
Low (YTD): 3/22/2024 0.016
52W High: 8/17/2023 0.240
52W Low: 3/22/2024 0.016
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   0.103
Avg. volume 1Y:   0.000
Volatility 1M:   375.17%
Volatility 6M:   376.37%
Volatility 1Y:   277.97%
Volatility 3Y:   -