RBI Call/VIG 23-24/ AT0000A33RJ1 /
2024-07-24 12:04:37 PM | Chg.-0.013 | Bid4:56:49 PM | Ask4:56:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.111EUR | -10.48% | - Bid Size: - |
- Ask Size: - |
Vienna Insurance Gro... | 30.00 - | 2024-09-20 | Call |
Master data
WKN: | RC089J |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Vienna Insurance Group |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 2024-09-20 |
Issue date: | 2023-04-19 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 21.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.10 |
---|---|
Intrinsic value: | 0.03 |
Implied volatility: | 0.24 |
Historic volatility: | 0.16 |
Parity: | 0.03 |
Time value: | 0.11 |
Break-even: | 31.38 |
Moneyness: | 1.01 |
Premium: | 0.04 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.02 |
Spread %: | 16.95% |
Delta: | 0.58 |
Theta: | -0.01 |
Omega: | 12.84 |
Rho: | 0.03 |
Quote data
Open: | 0.114 |
---|---|
High: | 0.114 |
Low: | 0.111 |
Previous Close: | 0.124 |
Turnover: | - |
Market phase: | PT |
All quotes in EUR
Performance
1 Week | -27.92% | ||
---|---|---|---|
1 Month | +26.14% | ||
3 Months | +3.74% | ||
YTD | +54.17% | ||
1 Year | +81.97% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.160 | 0.111 |
---|---|---|
1M High / 1M Low: | 0.166 | 0.088 |
6M High / 6M Low: | 0.185 | 0.036 |
High (YTD): | 2024-05-27 | 0.185 |
Low (YTD): | 2024-02-09 | 0.036 |
52W High: | 2024-05-27 | 0.185 |
52W Low: | 2024-02-09 | 0.036 |
Avg. price 1W: | 0.135 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.141 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.104 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.090 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 165.47% | |
Volatility 6M: | 161.72% | |
Volatility 1Y: | 157.48% | |
Volatility 3Y: | - |