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RBI Call 40 ROS 20.09.2024/  AT0000A33K83  /

EUWAX
9/6/2024  9:15:36 AM Chg.-0.032 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.018EUR -64.00% -
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: 132.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -0.29
Time value: 0.03
Break-even: 40.28
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 9.06
Spread abs.: 0.02
Spread %: 250.00%
Delta: 0.18
Theta: -0.03
Omega: 24.25
Rho: 0.00
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.48%
1 Month
  -21.74%
3 Months
  -84.35%
YTD
  -71.88%
1 Year
  -91.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.104 0.018
1M High / 1M Low: 0.347 0.018
6M High / 6M Low: 0.347 0.016
High (YTD): 8/27/2024 0.347
Low (YTD): 8/6/2024 0.016
52W High: 8/27/2024 0.347
52W Low: 8/6/2024 0.016
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   644.27%
Volatility 6M:   458.29%
Volatility 1Y:   345.49%
Volatility 3Y:   -