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RBI Call 55 AZ2 20.09.2024/  AT0000A33AA6  /

EUWAX
2024-05-31  9:16:09 AM Chg.+0.035 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.287EUR +13.89% -
Bid Size: -		 -
Ask Size: -		 ANDRITZ AG 55.00 - 2024-09-20 Call
 

Master data

WKN: RC08VD
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.86
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.01
Time value: 0.33
Break-even: 58.26
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 6.54%
Delta: 0.56
Theta: -0.02
Omega: 9.40
Rho: 0.08
 

Quote data

Open: 0.287
High: 0.287
Low: 0.287
Previous Close: 0.252
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.08%
1 Month  
+55.14%
3 Months
  -52.25%
YTD
  -45.85%
1 Year
  -52.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.252
1M High / 1M Low: 0.400 0.185
6M High / 6M Low: 0.793 0.183
High (YTD): 2024-02-22 0.793
Low (YTD): 2024-04-29 0.183
52W High: 2024-02-22 0.793
52W Low: 2023-10-27 0.091
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   0.474
Avg. volume 6M:   0.000
Avg. price 1Y:   0.391
Avg. volume 1Y:   0.000
Volatility 1M:   206.26%
Volatility 6M:   168.23%
Volatility 1Y:   170.88%
Volatility 3Y:   -