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RBI Call 6.5 UN9 20.09.2024/  AT0000A36DT3  /

EUWAX
8/30/2024  9:16:14 AM Chg.-0.005 Bid10:54:34 AM Ask10:54:34 AM Underlying Strike price Expiration date Option type
0.118EUR -4.07% 0.120
Bid Size: 10,000		 0.130
Ask Size: 10,000		 UNIQA INSURANCE GROU... 6.50 EUR 9/20/2024 Call
 

Master data

WKN: RC1AXT
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: UNIQA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 6.50 EUR
Maturity: 9/20/2024
Issue date: 7/20/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.02
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.12
Implied volatility: 0.63
Historic volatility: 0.12
Parity: 0.12
Time value: 0.01
Break-even: 7.78
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 8.47%
Delta: 0.89
Theta: -0.01
Omega: 5.34
Rho: 0.00
 

Quote data

Open: 0.118
High: 0.118
Low: 0.118
Previous Close: 0.123
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.84%
1 Month
  -13.24%
3 Months
  -27.16%
YTD  
+1.72%
1 Year
  -14.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.123 0.119
1M High / 1M Low: 0.141 0.097
6M High / 6M Low: 0.180 0.097
High (YTD): 4/30/2024 0.180
Low (YTD): 8/6/2024 0.097
52W High: 4/30/2024 0.180
52W Low: 8/6/2024 0.097
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.143
Avg. volume 1Y:   0.000
Volatility 1M:   101.63%
Volatility 6M:   66.64%
Volatility 1Y:   57.18%
Volatility 3Y:   -