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RBI Call 40 ROS 20.09.2024/  AT0000A33K83  /

EUWAX
2024-08-01  9:16:01 AM Chg.-0.005 Bid5:29:59 PM Ask5:29:59 PM Underlying Strike price Expiration date Option type
0.051EUR -8.93% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 40.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 51.88
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -0.42
Time value: 0.07
Break-even: 40.69
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 1.55
Spread abs.: 0.02
Spread %: 40.82%
Delta: 0.25
Theta: -0.02
Omega: 12.82
Rho: 0.01
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.77%
1 Month
  -49.51%
3 Months  
+54.55%
YTD
  -20.31%
1 Year
  -70.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.040
1M High / 1M Low: 0.126 0.040
6M High / 6M Low: 0.144 0.016
High (YTD): 2024-06-24 0.144
Low (YTD): 2024-03-22 0.016
52W High: 2023-08-17 0.240
52W Low: 2024-03-22 0.016
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   0.097
Avg. volume 1Y:   0.000
Volatility 1M:   307.67%
Volatility 6M:   381.98%
Volatility 1Y:   285.36%
Volatility 3Y:   -