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RBI Call/Wienerberger 23-24/  AT0000A33KU3  /

Wien OS
2024-07-05  12:06:51 PM Chg.+0.042 Bid5:29:49 PM Ask5:29:49 PM Underlying Strike price Expiration date Option type
0.617EUR +7.30% -
Bid Size: -		 -
Ask Size: -		 WIENERBERGER 27.00 - 2024-09-20 Call
 

Master data

WKN: RC084U
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 27.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.26
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.47
Implied volatility: 0.55
Historic volatility: 0.23
Parity: 0.47
Time value: 0.13
Break-even: 33.03
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 3.43%
Delta: 0.79
Theta: -0.02
Omega: 4.14
Rho: 0.04
 

Quote data

Open: 0.620
High: 0.620
Low: 0.617
Previous Close: 0.575
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.98%
1 Month
  -22.10%
3 Months
  -4.64%
YTD  
+40.55%
1 Year  
+46.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.617 0.544
1M High / 1M Low: 0.830 0.540
6M High / 6M Low: 0.924 0.276
High (YTD): 2024-05-15 0.924
Low (YTD): 2024-01-18 0.276
52W High: 2024-05-15 0.924
52W Low: 2023-10-25 0.090
Avg. price 1W:   0.573
Avg. volume 1W:   0.000
Avg. price 1M:   0.697
Avg. volume 1M:   0.000
Avg. price 6M:   0.637
Avg. volume 6M:   23.622
Avg. price 1Y:   0.454
Avg. volume 1Y:   11.811
Volatility 1M:   96.72%
Volatility 6M:   93.59%
Volatility 1Y:   114.41%
Volatility 3Y:   -