RBI Call 32 POST 20.09.2024/  AT0000A33LT3  /

EUWAX
2024-05-31  9:16:09 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.064EUR -13.51% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 32.00 - 2024-09-20 Call
 

Master data

WKN: RC085G
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-04-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.00
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.14
Time value: 0.09
Break-even: 32.90
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 28.57%
Delta: 0.40
Theta: -0.01
Omega: 13.64
Rho: 0.03
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.09%
1 Month
  -21.95%
3 Months
  -12.33%
YTD
  -71.17%
1 Year
  -85.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.064
1M High / 1M Low: 0.183 0.064
6M High / 6M Low: 0.291 0.064
High (YTD): 2024-01-04 0.250
Low (YTD): 2024-05-31 0.064
52W High: 2023-07-18 0.430
52W Low: 2024-05-31 0.064
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   0.219
Avg. volume 1Y:   0.000
Volatility 1M:   302.61%
Volatility 6M:   158.52%
Volatility 1Y:   125.68%
Volatility 3Y:   -