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RBI Call 6.5 FACC 20.09.2024/  AT0000A33LJ4  /

EUWAX
2024-07-25  9:15:27 AM Chg.-0.034 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.059EUR -36.56% -
Bid Size: -		 -
Ask Size: -		 FACC AG INH.AKT. 6.50 - 2024-09-20 Call
 

Master data

WKN: RC0847
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FACC AG INH.AKT.
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 2024-09-20
Issue date: 2023-04-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.84
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.07
Implied volatility: 0.59
Historic volatility: 0.30
Parity: 0.07
Time value: 0.04
Break-even: 7.55
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 40.00%
Delta: 0.72
Theta: -0.01
Omega: 4.89
Rho: 0.01
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.093
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.70%
1 Month
  -64.46%
3 Months  
+47.50%
YTD  
+43.90%
1 Year
  -27.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.115 0.059
1M High / 1M Low: 0.166 0.059
6M High / 6M Low: 0.181 0.028
High (YTD): 2024-06-12 0.181
Low (YTD): 2024-03-19 0.028
52W High: 2024-06-12 0.181
52W Low: 2024-03-19 0.028
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.074
Avg. volume 6M:   0.000
Avg. price 1Y:   0.070
Avg. volume 1Y:   0.000
Volatility 1M:   193.05%
Volatility 6M:   217.35%
Volatility 1Y:   172.84%
Volatility 3Y:   -