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RBI Call 7 FACC 20.09.2024/  AT0000A33LK2  /

EUWAX
2024-07-05  3:32:34 PM Chg.+0.014 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.116EUR +13.73% -
Bid Size: -		 -
Ask Size: -		 FACC AG INH.AKT. 7.00 - 2024-09-20 Call
 

Master data

WKN: RC0848
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FACC AG INH.AKT.
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 2024-09-20
Issue date: 2023-04-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.53
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.11
Implied volatility: 0.56
Historic volatility: 0.29
Parity: 0.11
Time value: 0.04
Break-even: 8.46
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 25.86%
Delta: 0.76
Theta: 0.00
Omega: 4.23
Rho: 0.01
 

Quote data

Open: 0.114
High: 0.121
Low: 0.114
Previous Close: 0.102
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.87%
1 Month  
+56.76%
3 Months  
+314.29%
YTD  
+329.63%
1 Year  
+63.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.116 0.102
1M High / 1M Low: 0.140 0.074
6M High / 6M Low: 0.140 0.014
High (YTD): 2024-06-12 0.140
Low (YTD): 2024-03-25 0.014
52W High: 2024-06-12 0.140
52W Low: 2024-03-25 0.014
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.042
Avg. volume 6M:   0.000
Avg. price 1Y:   0.047
Avg. volume 1Y:   0.000
Volatility 1M:   240.45%
Volatility 6M:   281.50%
Volatility 1Y:   219.35%
Volatility 3Y:   -