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RBI Call 6.5 UN9 20.09.2024/  AT0000A36DT3  /

EUWAX
25/07/2024  09:15:55 Chg.-0.009 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.137EUR -6.16% -
Bid Size: -		 -
Ask Size: -		 UNIQA INSURANCE GROU... 6.50 EUR 20/09/2024 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: 20/09/2024
Issue date: 20/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.21
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.14
Implied volatility: 0.42
Historic volatility: 0.11
Parity: 0.14
Time value: 0.01
Break-even: 8.02
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 7.04%
Delta: 0.90
Theta: 0.00
Omega: 4.71
Rho: 0.01
 

Quote data

Open: 0.137
High: 0.137
Low: 0.137
Previous Close: 0.146
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.67%
1 Month
  -11.04%
3 Months
  -21.26%
YTD  
+18.10%
1 Year
  -4.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.153 0.146
1M High / 1M Low: 0.157 0.146
6M High / 6M Low: 0.180 0.118
High (YTD): 30/04/2024 0.180
Low (YTD): 17/01/2024 0.115
52W High: 30/04/2024 0.180
52W Low: 22/12/2023 0.109
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.145
Avg. volume 1Y:   0.000
Volatility 1M:   40.99%
Volatility 6M:   57.14%
Volatility 1Y:   49.96%
Volatility 3Y:   -