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RBI Call 7 UN9 20.09.2024/  AT0000A33C26  /

EUWAX
2024-07-25  9:15:29 AM Chg.-0.008 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.092EUR -8.00% -
Bid Size: -		 -
Ask Size: -		 UNIQA INSURANCE GROU... 7.00 - 2024-09-20 Call
 

Master data

WKN: RC08W6
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: UNIQA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.47
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.09
Implied volatility: 0.35
Historic volatility: 0.11
Parity: 0.09
Time value: 0.01
Break-even: 8.06
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 10.42%
Delta: 0.84
Theta: 0.00
Omega: 6.27
Rho: 0.01
 

Quote data

Open: 0.092
High: 0.092
Low: 0.092
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.38%
1 Month
  -14.81%
3 Months
  -26.40%
YTD  
+15.00%
1 Year
  -16.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.107 0.100
1M High / 1M Low: 0.111 0.100
6M High / 6M Low: 0.130 0.071
High (YTD): 2024-04-30 0.130
Low (YTD): 2024-06-13 0.071
52W High: 2024-04-30 0.130
52W Low: 2024-06-13 0.071
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.103
Avg. volume 1Y:   0.000
Volatility 1M:   53.19%
Volatility 6M:   85.87%
Volatility 1Y:   70.53%
Volatility 3Y:   -