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RBI Call 14 RAW 20.09.2024/  AT0000A33BM9  /

EUWAX
2024-05-02  9:17:13 AM Chg.-0.067 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.379EUR -15.02% -
Bid Size: -		 -
Ask Size: -		 RAIFFEISEN BK INTL I... 14.00 - 2024-09-20 Call
 

Master data

WKN: RC08WQ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.17
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.34
Implied volatility: 0.48
Historic volatility: 0.28
Parity: 0.34
Time value: 0.08
Break-even: 18.17
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 5.04%
Delta: 0.82
Theta: -0.01
Omega: 3.42
Rho: 0.04
 

Quote data

Open: 0.379
High: 0.379
Low: 0.379
Previous Close: 0.446
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.97%
1 Month
  -21.86%
3 Months
  -24.80%
YTD
  -23.90%
1 Year  
+45.77%
3 Years     -
5 Years     -
1W High / 1W Low: 0.465 0.446
1M High / 1M Low: 0.515 0.352
6M High / 6M Low: 0.629 0.139
High (YTD): 2024-02-23 0.629
Low (YTD): 2024-04-19 0.352
52W High: 2024-02-23 0.629
52W Low: 2023-09-26 0.104
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.444
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   403.226
Avg. price 1Y:   0.314
Avg. volume 1Y:   235.294
Volatility 1M:   107.72%
Volatility 6M:   128.19%
Volatility 1Y:   118.56%
Volatility 3Y:   -