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RBI Call 18 T1L 20.09.2024/  AT0000A33KC1  /

EUWAX
2024-05-21  9:15:43 AM Chg.-0.002 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.136EUR -1.45% -
Bid Size: -		 -
Ask Size: -		 S IMMO AG 18.00 - 2024-09-20 Call
 

Master data

WKN: RC084C
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.10
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.02
Implied volatility: 0.34
Historic volatility: 0.23
Parity: 0.02
Time value: 0.14
Break-even: 19.64
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 13.89%
Delta: 0.59
Theta: -0.01
Omega: 6.51
Rho: 0.03
 

Quote data

Open: 0.136
High: 0.136
Low: 0.136
Previous Close: 0.138
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.09%
1 Month  
+16.24%
3 Months  
+231.71%
YTD  
+1842.86%
1 Year  
+267.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.117
1M High / 1M Low: 0.140 0.089
6M High / 6M Low: 0.156 0.006
High (YTD): 2024-04-02 0.156
Low (YTD): 2024-01-04 0.007
52W High: 2024-04-02 0.156
52W Low: 2023-09-18 0.003
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.056
Avg. volume 6M:   0.000
Avg. price 1Y:   0.039
Avg. volume 1Y:   31.373
Volatility 1M:   136.39%
Volatility 6M:   232.34%
Volatility 1Y:   267.26%
Volatility 3Y:   -