RBI Call 7 FACC 20.09.2024
/ AT0000A33LK2
RBI Call 7 FACC 20.09.2024/ AT0000A33LK2 /
7/31/2024 9:15:31 AM |
Chg.+0.005 |
Bid7/31/2024 |
Ask7/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
+17.24% |
0.034 Bid Size: 10,000 |
0.064 Ask Size: 10,000 |
FACC AG INH.AKT. |
7.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
4/5/2023 |
Last trading day: |
9/19/2024 |
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: |
0.034 |
High: |
0.034 |
Low: |
0.034 |
Previous Close: |
0.029 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.35% |
1 Month |
|
|
-70.43% |
3 Months |
|
|
+61.90% |
YTD |
|
|
+25.93% |
1 Year |
|
|
-50.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.029 |
1M High / 1M Low: |
0.122 |
0.029 |
6M High / 6M Low: |
0.140 |
0.014 |
High (YTD): |
6/12/2024 |
0.140 |
Low (YTD): |
3/25/2024 |
0.014 |
52W High: |
6/12/2024 |
0.140 |
52W Low: |
3/25/2024 |
0.014 |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.088 |
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: |
|
275.74% |
Volatility 6M: |
|
299.38% |
Volatility 1Y: |
|
232.17% |
Volatility 3Y: |
|
- |