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RBI Call 7 FACC 20.09.2024/  AT0000A33LK2  /

EUWAX
2024-07-30  9:15:30 AM Chg.-0.009 Bid2:32:36 PM Ask2:32:36 PM Underlying Strike price Expiration date Option type
0.029EUR -23.68% 0.032
Bid Size: 10,000		 0.062
Ask Size: 10,000		 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: 11.56
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.01
Implied volatility: 0.54
Historic volatility: 0.30
Parity: 0.01
Time value: 0.06
Break-even: 7.61
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 96.77%
Delta: 0.56
Theta: -0.01
Omega: 6.52
Rho: 0.00
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.038
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.57%
1 Month
  -74.78%
3 Months  
+38.10%
YTD  
+7.41%
1 Year
  -56.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.030
1M High / 1M Low: 0.122 0.030
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:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.050
Avg. volume 6M:   0.000
Avg. price 1Y:   0.048
Avg. volume 1Y:   0.000
Volatility 1M:   273.86%
Volatility 6M:   297.28%
Volatility 1Y:   231.39%
Volatility 3Y:   -