OverviewChartNewsTraderScreen

RBI Call 7 FACC 20.09.2024/  AT0000A33LK2  /

EUWAX
6/27/2024  9:16:13 AM Chg.-0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.121EUR -3.20% -
Bid Size: -		 -
Ask Size: -		 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: 5.39
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.12
Implied volatility: 0.50
Historic volatility: 0.29
Parity: 0.12
Time value: 0.03
Break-even: 8.52
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 24.59%
Delta: 0.79
Theta: 0.00
Omega: 4.27
Rho: 0.01
 

Quote data

Open: 0.121
High: 0.121
Low: 0.121
Previous Close: 0.125
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.04%
1 Month  
+146.94%
3 Months  
+266.67%
YTD  
+348.15%
1 Year  
+72.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.125 0.108
1M High / 1M Low: 0.140 0.046
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:   0.119
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   0.000
Avg. price 1Y:   0.046
Avg. volume 1Y:   0.000
Volatility 1M:   283.89%
Volatility 6M:   285.71%
Volatility 1Y:   218.40%
Volatility 3Y:   -